Report NEP-ETS-2007-05-26

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:

• Item repec:dgr:uvatin:20070027 is not listed on IDEAS anymore

• Item repec:fip:fedlwp:2007-19 is not listed on IDEAS anymore

• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
• Schlicht, Ekkehart, 2007. "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics 1926, University of Munich, Department of Economics.
• Schlicht, Ekkehart, 2007. "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics 1927, University of Munich, Department of Economics.
• Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Örsal, Deniz Dilan Karaman, 2007. "Comparison of panel cointegration tests," SFB 649 Discussion Papers 2007-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.