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Report NEP-ETS-2010-10-30
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:
- MOON, Hyungsik Roger & PERRON, Benoit, 2010, "Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2010-04.
- Morten Ø. Nielsen & S Johansen, 2010, "A Necessary Moment Condition For The Fractional Functional Central Limit Theorem," Working Paper, Economics Department, Queen's University, number 1244, Oct.
- Søren Johansen, 2010, "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers, University of Copenhagen. Department of Economics, number 10-27, Oct.
- Søren Johansen, 2010, "An Extension of Cointegration to Fractional Autoregressive Processes," Discussion Papers, University of Copenhagen. Department of Economics, number 10-28, Oct.
- Monteiro, André A., 2010, "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103418, Sep.
- Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Likelihood-Related Estimation Methods and Non-Gaussian GARCH Processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10067, Jul.
- Eric Hillebrand & Marcelo Cunha Medeiros, 2010, "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 578, Oct.