Report NEP-ETS-2005-09-11

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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The following items were announced in this report:

• Item repec:col:000070:001226 is not listed on IDEAS anymore

• Avarucci, Marco & Marinucci, Domenico, 2005. "Polynomial cointegration among stationary processes with long memory," UC3M Working papers. Economics we055123, Universidad Carlos III de Madrid. Departamento de Economía.
• Morales, Domingo & Santamaría, Laureano & González Manteiga, Wenceslao & Lombardía, Maria J. & Molina, Isabel, 2005. "Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model," DES - Working Papers. Statistics and Econometrics. WS ws054910, Universidad Carlos III de Madrid. Departamento de Estadística.
• Meitz, Mika, 2005. "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," SSE/EFI Working Paper Series in Economics and Finance 601, Stockholm School of Economics.
• González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
• González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
• Item repec:pas:camaaa:2005-11 is not listed on IDEAS anymore

• Item repec:pas:camaaa:2005-14 is not listed on IDEAS anymore

• Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia.