Report NEP-ETS-2015-07-04

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:

• Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics, School of Economics, University of Kent, number 1511, Jul.
• Marcel Wollschlager & Rudi Schafer, 2015, "Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns," Papers, arXiv.org, number 1506.08054, Jun.
• Jaroslaw Kwapien & Pawel Oswiecimka & Stanislaw Drozdz, 2015, "Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations," Papers, arXiv.org, number 1506.08692, Jun, revised Nov 2015.
• James A. Duffy, 2015, "Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2015-W03, May.
• Sainan Jin & Valentina Corradi & Norman Swanson, 2015, "Robust Forecast Comparison," Departmental Working Papers, Rutgers University, Department of Economics, number 201502, May.
• Grote, Claudia & Bertram, Philip, 2015, "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-558, Jun.
• Bensalma, Ahmed, 2015, "New Fractional Dickey and Fuller Test," MPRA Paper, University Library of Munich, Germany, number 65282, May.
• Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
• Peter C. B. Phillips & Sainan Jin, 2015, "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2005, Jun.
• Peter C. B. Phillips, 2015, "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2003, Jun.
• Item repec:dau:papers:123456789/15246 is not listed on IDEAS anymore

Report NEP-ETS-2015-07-04

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: