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Report NEP-ETS-2010-04-24
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:
- Delgado, Miguel A. & Velasco, Carlos, 2010, "A distribution-free transform of the residuals sample autocorrelations with application to model checking," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we101707, Apr.
- Ibrahim Ahamada & Philippe Jolivaldt, 2010, "Classical vs wavelet-based filters Comparative study and application to business cycle," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10027, Mar.
- Ibrahim Ahamada & Mohamed Boutahar, 2010, "The Power of some Standard tests of stationarity against changes in the unconditional variance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10028, Apr.
- Item repec:eui:euiwps:eco2010/11 is not listed on IDEAS anymore
- Masaaki Fukasawa, 2010, "Discretization error of Stochastic Integrals," Papers, arXiv.org, number 1004.2107, Apr.
- Masaaki Fukasawa, 2010, "Asymptotic analysis for stochastic volatility: Edgeworth expansion," Papers, arXiv.org, number 1004.2106, Apr.
- Francq, Christian & Zakoian, Jean-Michel, 2010, "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper, University Library of Munich, Germany, number 22155, Apr.