Report NEP-ETS-2008-07-30

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:

• Tim Bollerslev & Morten Ø. Nielsen & Per Houmann Frederiksen & Torben G. Andersen, 2008, "Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns," Working Paper, Economics Department, Queen's University, number 1173, Jul.
• Morten Ø. Nielsen & S Johansen, 2009, "Likelihood Inference For A Nonstationary Fractional Autoregressive Model," Working Paper, Economics Department, Queen's University, number 1172, Mar.
• Morten Ø. Nielsen, 2008, "A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis," Working Paper, Economics Department, Queen's University, number 1175, Jul.
• Morten Ø. Nielsen, 2008, "Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders," Working Paper, Economics Department, Queen's University, number 1174, Jul.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2008, "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper, Economics Department, Queen's University, number 1171, Jul.
• Spanos, Aris, 2008, "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-25.
• Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008, "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/13, Jun.
• Item repec:rim:rimwps:18-08 is not listed on IDEAS anymore

• Item repec:rim:rimwps:13-08 is not listed on IDEAS anymore

• Item repec:rim:rimwps:14-08 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2008-051 is not listed on IDEAS anymore

• Item repec:pra:mprapa:9725 is not listed on IDEAS anymore

Report NEP-ETS-2008-07-30

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: