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Report NEP-ETS-2012-06-13
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:
- Item repec:asg:wpaper:1051 is not listed on IDEAS anymore
- Item repec:asg:wpaper:1048 is not listed on IDEAS anymore
- Fernando J. Pérez Forero & Fabio Canova, 2015, "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers, Barcelona School of Economics, number 637, Sep.
- Danilo Delpini & Giacomo Bormetti, 2012, "Stochastic Volatility with Heterogeneous Time Scales," Papers, arXiv.org, number 1206.0026, May, revised Apr 2013.
- Dariusz Grech & Zygmunt Mazur, 2012, "On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data," Papers, arXiv.org, number 1206.1007, Jun.
- Gao, Jiti, 2012, "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper, University Library of Munich, Germany, number 39256, Apr, revised 14 May 2012.