Printed from https://ideas.repec.org/n/nep-ets/2008-12-14.html
Report NEP-ETS-2008-12-14
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:
- Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008, "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-62, Dec.
- Gianluca, MORETTI & Giulio, NICOLETTI, 2008, "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008037, Dec.
- Kaddour Hadri & Eiji Kurozumi, 2008, "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-016, Oct.
- Item repec:dgr:umamet:2008048 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2008043 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2008049 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080102 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080108 is not listed on IDEAS anymore
- Matthieu Lemoine & Gian Luigi Mazzi & Paola Monperrus-Veroni & Frédéric Reynes, 2008, "Real time estimation of potential output and output gap for the euro-area: comparing production function with unobserved components and SVAR approaches," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2008-34.
- Ran, Tao & Zapata, Hector O., 2008, "Mixed Unit Roots and Deterministic Trends in Noncausality Tests," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6745, DOI: 10.22004/ag.econ.6745.
- Ihle, Rico & von Cramon-Taubadel, Stephan, 2008, "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37603, DOI: 10.22004/ag.econ.37603.
- Jean-François Goux, 2008, "Thick breaks and trend stationarity : the case of euro-dollar exchange rate," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0826.
- Di Iorio, Francesca & Fachin, Stefano, 2008, "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 12053, Sep.
- Hanck, Christoph, 2008, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," MPRA Paper, University Library of Munich, Germany, number 11988, Nov.
- Xu, Zhiwei, 2008, "Univariate Unobserved-Component Model with Non-Random Walk Permanent Component," MPRA Paper, University Library of Munich, Germany, number 12038, Nov.
- Kleppe, Tore Selland & Skaug, Hans J., 2008, "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper, University Library of Munich, Germany, number 12022, Jul.