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Report NEP-ETS-2011-03-26
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:
- Masahiko Shibamoto & Yoshiro Tsutsui, 2011, "Note on the Interpretation of Convergence Speed in the Dynamic Panel Model," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2011-04, Jan.
- Prasad S Bhattacharya & Dimitrios D Thomakos, 2011, "Improving forecasting performance by window and model averaging," Working Papers, Deakin University, Department of Economics, number 2011_1, Feb.
- Dong Jin Lee, 2011, "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers, University of Connecticut, Department of Economics, number 2011-05, Mar.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010, "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers, School of Economics, La Trobe University, number 2010.07, Nov.
- Item repec:dgr:uvatin:20110049 is not listed on IDEAS anymore
- Antonietta Mira & Daniele Imparato & Reza Solgi, 2011, "Zero Variance Markov Chain Monte Carlo for Bayesian Estimators," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf1109, Mar.
- Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
- Item repec:eui:euiwps:eco2011/03 is not listed on IDEAS anymore
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2011, "Multifractal detrending moving average cross-correlation analysis," Papers, arXiv.org, number 1103.2577, Mar, revised Mar 2011.
- Di Iorio, Francesca & Triacca, Umberto, 2011, "Testing for non-causality by using the Autoregressive Metric," MPRA Paper, University Library of Munich, Germany, number 29637.