Report NEP-ETS-2015-02-16

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:

• Zhu, Ke, 2015. "Bootstrapping the portmanteau tests in weak auto-regressive moving average models," MPRA Paper 61930, University Library of Munich, Germany.
• Reese, Simon & Westerlund, Joakim, 2014. "PANICCA - PANIC on Cross-Section Averages," Working Papers 2015:3, Lund University, Department of Economics, revised 24 Mar 2015.
• Kulaksizoglu, Tamer, 2015. "Unit Roots and Smooth Transitions: A Replication," MPRA Paper 61867, University Library of Munich, Germany.
• Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
• Schreiber, Sven, 2014. "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100582, Verein für Socialpolitik / German Economic Association.