Report NEP-ETS-2009-07-28This 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:
- Paresh Kumar Narayan & Stephan Popp, 2009. "A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time," Economics Series 2009_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Franses, Ph.H.B.F., 2009. "Testing Changing Harmonic Regressors," Econometric Institute Research Papers EI 2009-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chen, Pu, 2009. "A Note on Updating Forecasts When New Information Arrives between Two Periods," Economics Discussion Papers 2009-22, Kiel Institute for the World Economy (IfW).
- Duarte, André Luís de C. Moura & DiSerio, Luiz Carlos & Brito, Luiz Artur L., 2009. "Operational Practices and Performance: An Empirical Analysis of Brazilian Manufacturing Companies," Insper Working Papers wpe_172, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Item repec:rim:rimwps:wp23_09 is not listed on IDEAS anymore
- Item repec:rim:rimwps:wp22_09 is not listed on IDEAS anymore
- Thomas Lux & Leonardo Morales-Arias, 2009. "Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy.
- Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.