Report NEP-ETS-2013-10-11This 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.
The following items were announced in this report:
- Ajay Singh & Dinghai Xu, 2013. "Random Matrix Application to Correlations Among Volatility of Assets," Papers, arXiv.org 1310.1601, arXiv.org.
- Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers, Barcelona Graduate School of Economics 723, Barcelona Graduate School of Economics.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1919, Cowles Foundation for Research in Economics, Yale University.