Printed from https://ideas.repec.org/n/nep-ets/2008-05-24.html
Report NEP-ETS-2008-05-24
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:
- Item repec:cty:dpaper:0808 is not listed on IDEAS anymore
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652, May.
- Peter C.B. Phillips, 2008, "Unit Root Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1653, May.
- Peter C.B. Phillips, 2008, "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1654, May.
- Peter C.B. Phillips & Tassos Magdalinos, 2008, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1655, May.
- Peter C.B. Phillips, 2008, "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1656, May.
- Qiying Wang & Peter C.B. Phillips, 2008, "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1657, May.
- Xu Cheng & Peter C.B. Phillips, 2008, "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1658, May.
- Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008, "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1659, May.
- Item repec:hal:papers:halshs-00275254_v2 is not listed on IDEAS anymore
- Silja Kinnebrock & Mark Podolskij, 2008, "An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe25.
- Andrea Vaona, 2008, "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0803, Apr.