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Report NEP-ETS-2008-03-25
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Melvin J. Hinich & John Foster & Philip Wild, 2008, "An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 358.
- Item repec:qmw:qmwecw:wp624 is not listed on IDEAS anymore
- Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2008, Mar.
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers, Department of Economics, University of York, number 08/03, Mar.
- Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 389, Mar.
- Item repec:scs:wpaper:0809 is not listed on IDEAS anymore
- Konstantinos Nikolopoulos & Vassilios Assimakopoulos & Nikolaos Bougioukos & Fotios Petropoulos, 2008, "Advances in the Theta model," Working Papers, University of Peloponnese, Department of Economics, number 0023.
- Claude Lopez, 2008, "GLS-detrending and Regime-wise Stationarity Testing in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2008-01, revised 2008.