Printed from https://ideas.repec.org/n/nep-ets/2013-07-28.html
Report NEP-ETS-2013-07-28
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:
- Hyeongwoo Kim & Deockhyun Ryu, 2013, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2013-08, Jul.
- Ladislav Kristoufek, 2013, "Mixed-correlated ARFIMA processes for power-law cross-correlations," Papers, arXiv.org, number 1307.6046, Jul, revised Aug 2013.
- M. Caivano & A. Harvey, 2013, "Time series models with an EGB2 conditional distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1325, Jul.
- Pierre BAJGROWICZ & Olivier SCAILLET, 2011, "We propose a technique to avoid spurious detections of jumps in highfrequency data via an explicit thresholding on available test statistics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-36, May.
- Thomas Chuffart, 2013, "Selection Criteria in Regime Switching Conditional Volatility Models," Working Papers, HAL, number halshs-00844413, Jul.
- Item repec:hum:wpaper:sfb649dp2013-033 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2013-034 is not listed on IDEAS anymore
- Javier Fernandez-Macho, 2013, "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers, University of Oxford, Department of Economics, number 657, Jun.
- Javier Fernandez-Macho, 2013, "A wavelet approach to multiple cointegration testing," Economics Series Working Papers, University of Oxford, Department of Economics, number 668, Jul.