Report NEP-ETS-2008-09-13This 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.
The following items were announced in this report:
- Item repec:rim:rimwps:26-08 is not listed on IDEAS anymore
- Item repec:rim:rimwps:22-08 is not listed on IDEAS anymore
- Item repec:rim:rimwps:23-08 is not listed on IDEAS anymore
- Item repec:rim:rimwps:21-08 is not listed on IDEAS anymore
- Claude Lopez & Christian J. Murray & David H. Papell, 2008. "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series 2008-05, University of Cincinnati, Department of Economics, revised 2008.
- Marçal, Emerson F. & Valls Pereira, Pedro L., 2008.
"Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
[Testing the contagion hypotheses using multivariate volatility models]," MPRA Paper 10356, University Library of Munich, Germany.
- Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 10372, University Library of Munich, Germany.