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Report NEP-ETS-2014-02-02
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:
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2014, "Long- versus medium-run identification in fractionally integrated VAR models," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 122, Feb.
- Paparoditis, Efstathios & Politis, Dimitris N, 2013, "The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0784p55m, Dec.
- Item repec:hum:wpaper:sfb649dp2014-010 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-21 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-24 is not listed on IDEAS anymore
- Item repec:ipg:wpaper:2014-25 is not listed on IDEAS anymore
- Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J., 2013, "Testing for common cycles in non-stationary VARs with varied frecquency data," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 002, Jan, DOI: 10.26481/umagsb.2013002.
- Götz, T.B. & Hecq, A.W., 2013, "Nowcasting causality in mixed frequency vector autoregressive models," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 050, Jan, DOI: 10.26481/umagsb.2013050.
- Zhou, X. & Solberger, M., 2013, "A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 058, Jan, DOI: 10.26481/umagsb.2013058.
- Solberger, M. & Zhou, X., 2013, "LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 059, Jan, DOI: 10.26481/umagsb.2013059.
- Westerlund, J. & Smeekes, S., 2013, "Robust block bootstrap panel predictability tests," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 060, Jan, DOI: 10.26481/umagsb.2013060.
- Marcus Scheiblecker, 2014, "Direct Versus Indirect Approach in Seasonal Adjustment," WIFO Working Papers, WIFO, number 460, Jan.
- Schreiber, Sven, 2014, "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/2.
- Schreiber, Sven, 2013, "Forecasting business-cycle turning points with (relatively large) linear systems in real time," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79709.
- Czudaj, Robert & Hanck, Christoph, 2013, "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79734.
- Gribisch, Bastian, 2013, "A latent dynamic factor approach to forecasting multivariate stock market volatility," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79823.