Printed from https://ideas.repec.org/n/nep-ets/2008-04-29.html
Report NEP-ETS-2008-04-29
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:
- Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2008, "Simple Wald tests of the fractional integration parameter : an overview of new results," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we20080129, Jan.
- Item repec:dgr:uvatin:20080036 is not listed on IDEAS anymore
- Erik Hjalmarsson, 2008, "Interpreting long-horizon estimates in predictive regressions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 928.
- Item repec:hal:papers:halshs-00275254_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00275767_v1 is not listed on IDEAS anymore
- Prof D.S.G. Pollock, 2008, "The Frequency Analysis of the Business Cycle," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/12, Apr.
- Prof D.S.G. Pollock, 2008, "The Realisation of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/13, Apr.
- Beatrice Pataracchia, 2008, "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena, Department of Economics, University of Siena, number 528, Mar.
- Eduardo Mendes & Les Oxley & William Rea & Marco Reale, 2008, "Long memory or shifting means? A new approach and application to realised volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/04, Jan.
- Item repec:hum:wpaper:sfb649dp2008-034 is not listed on IDEAS anymore
- Lanne, Markku & Saikkonen, Pentti, 2008, "Modeling Expectations with Noncausal Autoregressions," MPRA Paper, University Library of Munich, Germany, number 8411.