Printed from https://ideas.repec.org/n/nep-ets/2013-09-06.html
Report NEP-ETS-2013-09-06
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:
- Jiti Gao & Peter M. Robinson, 2013, "Inference on Nonstationary Time Series with Moving Mean," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/13.
- Jiti Gao & Peter C.B. Phillips, 2013, "Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/13.
- Biqing Cai & Jiti Gao, 2013, "Hermite Series Estimation in Nonlinear Cointegrating Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/13.
- Item repec:pdn:wpaper:65 is not listed on IDEAS anymore
- Item repec:rwi:repape:0434 is not listed on IDEAS anymore
- In Choi, 2012, "Panel Cointegration," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1208.
- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500," Working Papers, Singapore Management University, School of Economics, number 04-2013, Aug.
- Peter C. B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors," Working Papers, Singapore Management University, School of Economics, number 05-2013, Aug.
- Giorgio Calzolari & Laura Magazzini, 2013, "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers, University of Verona, Department of Economics, number 14/2013, Aug.