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Report NEP-ETS-2014-07-13
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:
- Niels Haldrup & Robinson Kruse, 2014, "Discriminating between fractional integration and spurious long memory," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-19, Jun.
- Item repec:dgr:uvatin:20140052 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140074 is not listed on IDEAS anymore
- Doukhan, Paul & Lang, Gabriel & Leucht, Anne & Neumann, Michael H., 2014, "Dependent wild bootstrap for the empirical process," Working Papers, University of Mannheim, Department of Economics, number 35246.
- Jentsch, Carsten & Paparoditis, Efstathios & Politis, Dimitris N., 2014, "Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes," Working Papers, University of Mannheim, Department of Economics, number 14-18.
- Proietti, Tommaso, 2014, "Exponential Smoothing, Long Memory and Volatility Prediction," MPRA Paper, University Library of Munich, Germany, number 57230, Jul.
- Abdelhamid Ouakasse & Guy Melard, 2014, "On-line estimation of ARMA models using Fisher-scoring," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/13844.
- Giorgio Calzolari & Laura Magazzini, 2014, "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers, University of Verona, Department of Economics, number 12/2014, Jul.