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Report NEP-ETS-2009-01-17
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, 2009, "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-02, Jan.
- Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008, "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers, University of Copenhagen. Department of Economics, number 08-34, Sep.
- Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008, "Poisson Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 08-35, May, revised Dec 2008.
- Marc Hallin & Ramon van den Akker & Bas Werker, 2009, "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009_001.
- Item repec:hum:wpaper:sfb649dp2008-073 is not listed on IDEAS anymore
- Markku Lanne & Helmut Luetkepohl, 2008, "Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis," Economics Working Papers, European University Institute, number ECO2008/29.
- Jeffrey A. Mills, 2009, "A Robust, Uniformly Most Powerful Unit Root Test," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-02, revised 2009.