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Report NEP-ETS-2013-04-06
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:
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803450, Feb.
- Yohei Yamamoto, 2013, "Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-280, Feb.
- Kei Nanamiya, 2013, "Modelling for the Wavelet Coefficients of ARFIMA Processes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-281, Feb.
- Bonsoo Koo & Oliver Linton, 2013, "Let's get LADE: robust estimation of semiparametric multiplicative volatility models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/13, Mar.
- Mallory, M. & Lence, Sergio H., 2012, "Testing for Cointegration in the Presence of Moving Average Errors," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36076, Dec.
- Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," KIER Working Papers, Kyoto University, Institute of Economic Research, number 854, Mar.
- Item repec:ner:euiflo:urn:hdl:1814/25136 is not listed on IDEAS anymore
- Choudhary, Ali & Hanif, Nadim & Iqbal, Javed, 2013, "On smoothing macroeconomic time series using HP and modified HP filter," MPRA Paper, University Library of Munich, Germany, number 45630, Mar.
- Preinerstorfer, David & Pötscher, Benedikt M., 2013, "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper, University Library of Munich, Germany, number 45675, Jan.