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Report NEP-ETS-2012-02-08
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:
- Matt P. Dziubinski, 2012, "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-03, Jan.
- Tara M. Sinclair, 2012, "Forecasting Data Vintages," Working Papers, The George Washington University, The Center for Economic Research, number 2012-001, Jan.
- Item repec:ehu:biltok:5503 is not listed on IDEAS anymore
- Item repec:ehu:biltok:5568 is not listed on IDEAS anymore
- Jozef Barunik & Ladislav Kristoufek, 2012, "On Hurst exponent estimation under heavy-tailed distributions," Papers, arXiv.org, number 1201.4786, Jan.
- Jozef Barunik & Lukas Vacha, 2012, "Monte Carlo-based tail exponent estimator," Papers, arXiv.org, number 1201.4781, Jan.
- Leonidas Sandoval Junior, 2012, "To lag or not to lag? How to compare indices of stock markets that operate at different times," Papers, arXiv.org, number 1201.4586, Jan, revised Jul 2013.