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Report NEP-ETS-2014-02-15
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:
- Paul Catani & Timo Teräsvirta & Meiqun Yin, 2014, "A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-03, Jan.
- Carlos Medel, 2014, "The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples," Working Papers Central Bank of Chile, Central Bank of Chile, number 719, Jan.
- Westerlund, Joakim, 2014, "On the asymptotic distribution of the DF-GLS test statistic," Working Papers, Deakin University, Department of Economics, number fe_2014_03, Jan, DOI: 10.1080/02331888.2013.835815.
- Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin, 2014, "The local power of the CADF and CIPS panel unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2014_05, Jan.
- Westerlund, J., 2014, "On the importance of the first observation in GLS detrending in unit root testing," Working Papers, Deakin University, Department of Economics, number fe_2014_07, Jan, DOI: 10.1111/obes.12050.
- Bell, Peter N, 2014, "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper, University Library of Munich, Germany, number 53523, Feb.
- Mosconi, Rocco & Paruolo, Paolo, 2014, "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper, University Library of Munich, Germany, number 53589, Jan.
- Elena Andreou & Bas J.M. Werker, 2014, "Residual-based Rank Specification Tests for AR-GARCH type models," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 02-2014, Jan.
- Majid M. Al-Sadoon, 2014, "A general theory of rank testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1411, Feb, revised Feb 2015.