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Report NEP-ETS-2014-12-24
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:
- Hyeongwoo Kim & Deockhyun Ryu, 2014, "A Nonparametric Study of Real Exchange Rate Persistence over a Century," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-15, Dec.
- Andrew Harvey & Stephen Thiele, 2014, "Testing against Changing Correlation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1439, Nov.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014, "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-04, Dec.
- YABE, Ryota & 矢部, 竜太, 2014, "Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-20, Dec.
- YABE, Ryota & 矢部, 竜太, 2014, "Asymptotic Distribution of the Conditional Sum of Squares Estimator Under Moderate Deviation From a Unit Root in MA(1)," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2014-19, Dec.
- Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-28.
- Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014, "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10168, Sep.
- Ryo Okui & Takahide Yanagi, 2014, "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers, Kyoto University, Institute of Economic Research, number 906, Nov.
- W. Robert Reed, 2014, "Unit Root Tests, Size Distortions, and Cointegrated Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/28, Dec.
- CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014, "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014014, Jun.
- Gustavo Fruet Dias & Fotis Papailias, 2014, "Forecasting Long Memory Series Subject to Structural Change: A Two-Stage Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-55, Dec.
- Kerstin Gärtner & Mark Podolskij, 2014, "On non-standard limits of Brownian semi-stationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-50, Dec.