Report NEP-ETS-2011-09-05

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Barbara Rossi & Tatevik Sekhposyan, 2011. "Forecast Optimality Tests in the Presence of Instabilities," Working Papers 11-18, Duke University, Department of Economics.
• Narayan, Paresh Kumar & Popp, Stephan, 2011. "Size and power properties of structural break unit root tests," Working Papers fe_2011_07, Deakin University, Department of Economics.
• Morten Ø. Nielsen & Lealand Morin, 2014. "Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model," Working Paper 1273, Economics Department, Queen's University.
• Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
• Ramirez, Octavio A., 2011. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," Faculty Series 113520, University of Georgia, Department of Agricultural and Applied Economics.
• Item repec:hum:wpaper:sfb649dp2011-054 is not listed on IDEAS anymore

• Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2011. "Testing for Multiple Bubbles," Working Papers 09-2011, Singapore Management University, School of Economics.
• Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011. "Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers 08-2011, Singapore Management University, School of Economics.