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Report NEP-ECM-2014-04-05
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Weigand, Roland, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 478, Mar.
- El Montasser, Ghassen, 2014, "The seasonal KPSS Test: some extensions and further results," MPRA Paper, University Library of Munich, Germany, number 54920, Mar.
- Gouriéroux, Christian & Zakoian, Jean-Michel, 2014, "On uniqueness of moving average representations of heavy-tailed stationary processes," MPRA Paper, University Library of Munich, Germany, number 54907, Mar.
- Markku Lanne & Jani Luoto, 2014, "Noncausal Bayesian Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-07, Mar.
- Joris de Wind & Luca Gambetti, 2014, "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 270, Mar.
- Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/10, Mar.
- Tsyplakov, Alexander, 2014, "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper, University Library of Munich, Germany, number 55017, Apr.