Report NEP-ETS-2015-07-04

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:

• Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics 1511, School of Economics, University of Kent.
• Marcel Wollschlager & Rudi Schafer, 2015. "Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns," Papers 1506.08054, arXiv.org.
• Jaroslaw Kwapien & Pawel Oswiecimka & Stanislaw Drozdz, 2015. "Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations," Papers 1506.08692, arXiv.org, revised Nov 2015.
• James A. Duffy, 2015. "Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression," Economics Papers 2015-W03, Economics Group, Nuffield College, University of Oxford.
• Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.
• Grote, Claudia & Bertram, Philip, 2015. "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP) dp-558, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Bensalma, Ahmed, 2015. "New Fractional Dickey and Fuller Test," MPRA Paper 65282, University Library of Munich, Germany.
• Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015. "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers 2006, Cowles Foundation for Research in Economics, Yale University.
• Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
• Peter C. B. Phillips, 2015. "Pitfalls and Possibilities in Predictive Regression," Cowles Foundation Discussion Papers 2003, Cowles Foundation for Research in Economics, Yale University.
• Item repec:dau:papers:123456789/15246 is not listed on IDEAS anymore