Report NEP-ETS-2011-04-09

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:

• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
• Item repec:dgr:kubcen:2011002 is not listed on IDEAS anymore

• Item repec:ner:dauphi:urn:hdl:123456789/2603 is not listed on IDEAS anymore

• John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Papers 1103.5651, arXiv.org.
• Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.