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Report NEP-ETS-2012-04-03
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:
- Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
- Marian Vavra, 2012, "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1205, Mar.
- Marian Vavra, 2012, "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1204, Mar.
- Marian Vavra, 2012, "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1206, Mar.
- Pesaran, M. Hashem, 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers, Institute of Labor Economics (IZA), number 6432, Mar.
- Jongwook Kim & Teppei Okumura, 2012, "Heavy-Tail Distribution from Correlation of Discrete Stochastic Process," Papers, arXiv.org, number 1203.5581, Mar.
- Ludlow-Wiechers, Jorge, 2012, "Backward and forward closed solutions of multivariate ARMA models," MPRA Paper, University Library of Munich, Germany, number 37635, Mar.