Report NEP-ETS-2013-09-24
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.
Other reports in NEP-ETS
The following items were announced in this report:
- Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin, 2013. "Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach," DES - Working Papers. Statistics and Econometrics. WS ws132925, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Peter C.B. Phillips & Degui Li & Jiti Gao, 2013. "Estimating Smooth Structural Change in Cointegration Models," Cowles Foundation Discussion Papers 1910, Cowles Foundation for Research in Economics, Yale University.
- Jiti Gao & Peter C.B. Phillips, 2013. "Functional Coefficient Nonstationary Regression," Cowles Foundation Discussion Papers 1911, Cowles Foundation for Research in Economics, Yale University.