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Report NEP-ETS-2013-06-09
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:
- Pablo Su'arez-Garc'ia & David G'omez-Ullate, 2013, "Multifractality and long memory of a financial index," Papers, arXiv.org, number 1306.0490, Jun.
- Sylvain Corlay, 2013, "B-spline techniques for volatility modeling," Papers, arXiv.org, number 1306.0995, Jun, revised Jun 2015.
- Francesco Bartolucci & Federico Belotti & Franco Peracchi, 2013, "Testing for Time-Invariant Unobserved Heterogeneity in Generalized Linear Models for Panel Data," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1312, revised May 2013.
- Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden, 2013, "Trend-cycle decomposition: implications from an exact structural identification," Working Papers, Federal Reserve Bank of Philadelphia, number 13-22.
- Maican, Florin G. & Sweeney, Richard J., 2013, "Rejection Probabilities for a Battery of Unit-Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 568, Jun.
- Item repec:hum:wpaper:sfb649dp2013-031 is not listed on IDEAS anymore
- Heejoon Han & Dennis Kristensen, 2013, "Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/13, May.
- Item repec:oxf:wpaper:2013-w04 is not listed on IDEAS anymore