Report NEP-ETS-2010-11-06

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:

• Søren Johansen, 2010. "The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level," CREATES Research Papers 2010-69, Department of Economics and Business Economics, Aarhus University.
• Søren Johansen & Morten Ørregaard Nielsen, 2010. "A necessary moment condition for the fractional functional central limit theorem," CREATES Research Papers 2010-70, Department of Economics and Business Economics, Aarhus University.
• Jia Chen & Jiti Gao & Degui Li, 2010. "Estimation in Semiparametric Time Series Regression," School of Economics and Public Policy Working Papers 2010-27, University of Adelaide, School of Economics and Public Policy.
• Jiti Gao & Peter C. B. Phillips, 2010. "Semiparametric Estimation in Simultaneous Equations of Time Series Models," School of Economics and Public Policy Working Papers 2010-26, University of Adelaide, School of Economics and Public Policy.
• Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics and Public Policy Working Papers 2010-28, University of Adelaide, School of Economics and Public Policy.
• Monojit Chatterji & Homagni Choudhury, 2010. "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics 245, Economic Studies, University of Dundee.
• MArcelo Cunha Medeiros & Eduardo Mendes & Les Oxley, 2010. "Nonlinear Cointegration, Misspecification and Bimodality," Textos para discussão 577, Department of Economics PUC-Rio (Brazil).
• Matthew Lorig, 2010. "Time-Changed Fast Mean-Reverting Stochastic Volatility Models," Papers 1010.5203, arXiv.org, revised Apr 2012.