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Report NEP-ETS-2010-01-30
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:
- Item repec:hal:wpaper:halshs-00446574_v1 is not listed on IDEAS anymore
- Gabriele Fiorentini & Enrique Sentana, 2009, "Dynamic Specification Tests for Static Factor Models," Working Papers, CEMFI, number wp2009_0912, Dec.
- Mika Meitz & Pentti Saikkonen, 2010, "A note on the geometric ergodicity of a nonlinear AR–ARCH model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1003, Jan.
- Mika Meitz & Pentti Saikkonen, 2010, "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1002, Jan.
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010, "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1746.
- Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
- Item repec:hum:wpaper:sfb649dp2010-006 is not listed on IDEAS anymore
- Item repec:eab:develo:1508 is not listed on IDEAS anymore
- Item repec:eab:develo:1558 is not listed on IDEAS anymore
- Item repec:eab:develo:1563 is not listed on IDEAS anymore
- Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.