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Report NEP-ETS-2016-06-14
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:
- Søren Johansen & Bent Nielsen, 2016, "Tightness of M-estimators for multiple linear regression in time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-18, May.
- Tue Gorgens & Chirok Han & Sen Xue, 2016, "Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-635, May.
- Item repec:bof:bofitp:2015_013 is not listed on IDEAS anymore
- Ito, R., 2016, "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1606, Jan.
- Peter Malec, 2016, "A Semiparametric Intraday GARCH Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1633, May.
- Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015, "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 16807, Nov.
- Giorgia Marini, 2016, "A note on the power of panel cointegration tests – An application to health care expenditure and gdp," Public Finance Research Papers, Istituto di Economia e Finanza, DSGE, Sapienza University of Rome, number 21, May.