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Report NEP-ETS-2014-10-22
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:
- Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin, 2014, "Specification Testing in Nonstationary Time Series Models," Discussion Papers, Department of Economics, University of York, number 14/19, Sep.
- Yiannis Karavias & Elias Tzavalis, 2014, "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/03, Mar.
- Moral-Benito, Enrique & Serven, Luis, 2014, "Testing weak exogeneity in cointegrated panels," Policy Research Working Paper Series, The World Bank, number 7045, Sep.
- Jos'e Da Fonseca & Claude Martini, 2014, "The $\alpha$-Hypergeometric Stochastic Volatility Model," Papers, arXiv.org, number 1409.5142, Sep.