Printed from https://ideas.repec.org/n/nep-ets/2009-08-30.html
Report NEP-ETS-2009-08-30
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:
- Li, Yushu & Shukur, Ghazi, 2009, "Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 184, Aug.
- Item repec:hhs:bofrdp:2009_018 is not listed on IDEAS anymore
- Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel, 2009, "Combining parametric and nonparametric approaches for more efficient time series prediction," MPRA Paper, University Library of Munich, Germany, number 16893.
- Ulrich Müller & Mark W. Watson, 2009, "Low-Frequency Robust Cointegration Testing," NBER Working Papers, National Bureau of Economic Research, Inc, number 15292, Aug.
- Kuswanto, Heri & Sibbertsen, Philipp, 2009, "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-427, Aug.