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Report NEP-ETS-2010-11-06
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:
- Søren Johansen, 2010, "The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-69, Oct.
- Søren Johansen & Morten Ørregaard Nielsen, 2010, "A necessary moment condition for the fractional functional central limit theorem," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-70, 10.
- Jia Chen & Jiti Gao & Degui Li, 2010, "Estimation in Semiparametric Time Series Regression," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-27, Oct.
- Jiti Gao & Peter C. B. Phillips, 2010, "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-26, Oct.
- Song Xi Chen & Jiti Gao, 2010, "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-28, Oct.
- Monojit Chatterji & Homagni Choudhury, 2010, "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 245, Oct.
- MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley, 2010, "Nonlinear Cointegration, Misspecification and Bimodality," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 577, Oct.
- Matthew Lorig, 2010, "Time-Changed Fast Mean-Reverting Stochastic Volatility Models," Papers, arXiv.org, number 1010.5203, Oct, revised Apr 2012.