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Report NEP-ETS-2013-09-28
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:
- Christopher F Baum & Mark E Schaffer, 2013, "A general approach to testing for autocorrelation," United Kingdom Stata Users' Group Meetings 2013, Stata Users Group, number 13, Sep.
- Peter C.B. Phillips & Sainan Jin, 2013, "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1912, Sep.
- Peter C.B. Phillips & Shu-Ping Shi & Jun Yu, 2013, "Testing for Multiple Bubbles: Limit Theory of Real Time Detectors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1915, Sep.
- GUO-FITOUSSI, Liang, 2013, "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper, University Library of Munich, Germany, number 50005, Sep.
- Adam Clements & Yin Liao, 2013, "The dynamics of co-jumps, volatility and correlation," NCER Working Paper Series, National Centre for Econometric Research, number 91, Feb.
- Item repec:vpi:wpaper:e07-40 is not listed on IDEAS anymore