Printed from https://ideas.repec.org/n/nep-ets/2008-07-05.html
Report NEP-ETS-2008-07-05
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:
- Morten Ørregaard Nielsen, 2008, "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-36, Jun.
- Dennis Kristensen, 2008, "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-37, Jul.
- D.S.G. Pollock, 2008, "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/21, Jun.
- James D. Hamilton, 2008, "Macroeconomics and ARCH," NBER Working Papers, National Bureau of Economic Research, Inc, number 14151, Jun.
- Nikolay Gospodinov & Masayuki Hirukawa, 2008, "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-573, Jun.
- Item repec:hum:wpaper:sfb649dp2008-045 is not listed on IDEAS anymore