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Report NEP-ETS-2013-10-25
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:
- Ladislav Kristoufek, 2013, "Measuring correlations between non-stationary series with DCCA coefficient," Papers, arXiv.org, number 1310.3984, Oct.
- Item repec:dgr:umagsb:2013058 is not listed on IDEAS anymore
- Item repec:dgr:umagsb:2013059 is not listed on IDEAS anymore
- Item repec:dgr:umagsb:2013060 is not listed on IDEAS anymore
- Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司 & Rao, Yao, 2013, "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2013-12, Sep.
- Antonia Arsova & Deniz Dilan Karaman Oersal, 2013, "Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 280, Aug.
- Sucarrat, Genaro & Escribano, Alvaro, 2013, "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," MPRA Paper, University Library of Munich, Germany, number 50699, Sep.
- Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CEIS Research Paper, Tor Vergata University, CEIS, number 294, Oct, revised 25 Sep 2014.
- Pauwels, Laurent & Vasnev, Andrey, 2013, "Practical considerations for optimal weights in density forecast combi nation," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 01/2013, Jan.
- Audrino, Francesco & Camponovo, Lorenzo, 2013, "Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1327, Oct.