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Report NEP-ETS-2010-08-14
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Riccardo DiCecio & Michael T. Owyang, 2010, "Identifying technology shocks in the frequency domain," Working Papers, Federal Reserve Bank of St. Louis, number 2010-025, DOI: 10.20955/wp.2010.025.
- Gareth W. Peters & Balakrishnan B. Kannan & Ben Lasscock & Chris Mellen & Simon Godsill, 2010, "Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation," Papers, arXiv.org, number 1008.0149, Aug.
- Peter Imkeller & Anthony R'eveillac & Anja Richter, 2009, "Differentiability of quadratic BSDEs generated by continuous martingales," Papers, arXiv.org, number 0907.0941, Jul, revised Mar 2012.