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Report NEP-ETS-2011-01-23
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:
- Costantini, Mauro & Lupi, Claudio, 2011, "A Simple Panel-CADF Test for Unit Roots," Economics Series, Institute for Advanced Studies, number 261, Jan.
- Antonis Demos & Dimitra Kyriakopoulou, 2011, "Bias Correction of ML and QML Estimators in the EGARCH(1,1) Model," DEOS Working Papers, Athens University of Economics and Business, number 1108, Jun.
- Peter C.B. Phillips & Tassos Magdalinos, 2011, "Inconsistent VAR Regression with Common Explosive Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1777, Jan.
- Peter C.B. Phillips, 2011, "Folklore Theorems, Implicit Maps and New Unit Root Limit Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1781, Jan.
- Xiaohu Wang & Peter C.B. Phillips & Jun Yu, 2011, "Bias in Estimating Multivariate and Univariate Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1778, Jan.
- Qiying Wang & Peter C.B. Phillips, 2011, "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1779, Jan, revised Feb 2011.
- Chirok Han & Peter C.B. Phillips, 2011, "First Difference MLE and Dynamic Panel Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1780, Jan.
- Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2011.