Report NEP-ETS-2014-12-29

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Kulaksizoglu, Tamer, 2014, "Lag Order and Critical Values of the Augmented Dickey-Fuller Test: A Replication," MPRA Paper, University Library of Munich, Germany, number 60456, Aug.
• Xin Jin & John M. Maheu, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," Working Paper series, Rimini Centre for Economic Analysis, number 36_14, Nov.
• Peter C.B. Phillips & Chirok Han, 2014, "True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1963, Dec.
• Giacomini, Raffaella & Kitagawa, Toru, 2014, "Inference about Non-Identified SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10287, Dec.
• Stefan Bruder, 2014, "Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions," ECON - Working Papers, Department of Economics - University of Zurich, number 181, Nov, revised Dec 2015.
• Tobias Fissler & Mark Podolskij, 2014, "Testing the maximal rank of the volatility process for continuous diffusions observed with noise," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-52, Dec.