Report NEP-ETS-2011-03-19

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:

• Sven Schreiber, 2011. "The estimation uncertainty of permanent-transitory decompositions in cointegrated systems," IMK Working Paper 3-2011, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010. "Forecasting the Intermittent Demand for Slow-Moving Items," Working Papers 2010-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Mar 2011.
• Pitarakis, Jean-Yves, 2011. "Joint Detection of Structural Change and Nonstationarity in Autoregressions," MPRA Paper 29189, University Library of Munich, Germany.