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Report NEP-ETS-2011-11-01
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:
- Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011, "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers, Department of Economics, University of Birmingham, number 11-16, Oct.
- Marco Centoni & Gianluca Cubadda, 2011, "Modelling Comovements of Economic Time Series: A Selective Survey," CEIS Research Paper, Tor Vergata University, CEIS, number 215, Oct, revised 26 Oct 2011.
- Federico Garzarelli & Matthieu Cristelli & Andrea Zaccaria & Luciano Pietronero, 2011, "Memory effects in stock price dynamics: evidences of technical trading," Papers, arXiv.org, number 1110.5197, Oct.
- Taştan, Hüseyin, 2011, "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper, University Library of Munich, Germany, number 34302.
- Ye Chen & Jun Yu, 2011, "Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models," Working Papers, Singapore Management University, School of Economics, number 12-2011, Oct.