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Report NEP-ETS-2015-02-16
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:
- Zhu, Ke, 2015, "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," MPRA Paper, University Library of Munich, Germany, number 61930, Feb.
- Reese, Simon & Westerlund, Joakim, 2014, "PANICCA - PANIC on Cross-Section Averages," Working Papers, Lund University, Department of Economics, number 2015:3, Oct, revised 24 Mar 2015.
- Kulaksizoglu, Tamer, 2015, "Unit Roots and Smooth Transitions: A Replication," MPRA Paper, University Library of Munich, Germany, number 61867, Feb.
- Kripfganz, Sebastian, 2014, "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100604.
- Schreiber, Sven, 2014, "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100582.