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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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
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, Duke University, Department of Economics, number 11-18.
- Narayan, Paresh Kumar & Popp, Stephan, 2011, "Size and power properties of structural break unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2011_07, Jan, DOI: 10.1080/00036846.2011.610752.
- Morten Ø. Nielsen & Lealand Morin, 2014, "Fcvarmodel.m: A Matlab Software Package For Estimation And Testing In The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1273, Mar.
- Item repec:dgr:uvatin:20110123 is not listed on IDEAS anymore
- Ramirez, Octavio A., 2011, "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," Faculty Series, University of Georgia, Department of Agricultural and Applied Economics, number 113520, Aug, DOI: 10.22004/ag.econ.113520.
- 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, Singapore Management University, School of Economics, number 09-2011, Aug.
- Shu-Ping Shi & Peter C.B. Phillips & Jun Yu, 2011, "Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles," Working Papers, Singapore Management University, School of Economics, number 08-2011, Aug.