Report NEP-ETS-2014-02-15

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:

• Paul Catani & Timo Teräsvirta & Meiqun Yin, 2014. "A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model," CREATES Research Papers 2014-03, Department of Economics and Business Economics, Aarhus University.
• Carlos Medel, 2014. "The Typical Spectral Shape of An Economic Variable: A Visual Guide with 100 Examples," Working Papers Central Bank of Chile 719, Central Bank of Chile.
• Westerlund, Joakim, 2014. "On the asymptotic distribution of the DF-GLS test statistic," Working Papers fe_2014_03, Deakin University, Department of Economics.
• Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin, 2014. "The local power of the CADF and CIPS panel unit root tests," Working Papers fe_2014_05, Deakin University, Department of Economics.
• Westerlund, J., 2014. "On the importance of the first observation in GLS detrending in unit root testing," Working Papers fe_2014_07, Deakin University, Department of Economics.
• Bell, Peter N, 2014. "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper 53523, University Library of Munich, Germany.
• Mosconi, Rocco & Paruolo, Paolo, 2014. "Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two," MPRA Paper 53589, University Library of Munich, Germany.
• Elena Andreou & Bas J.M. Werker, 2014. "Residual-based Rank Specification Tests for AR-GARCH type models," University of Cyprus Working Papers in Economics 02-2014, University of Cyprus Department of Economics.
• Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.