Report NEP-ETS-2012-06-13This 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:
- Item repec:asg:wpaper:1051 is not listed on IDEAS anymore
- Item repec:asg:wpaper:1048 is not listed on IDEAS anymore
- Fabio Canova & Fernando J. Pérez Forero, 2012. "Estimating Overidentified, Nonrecursive Time-Varying Coefficients Structural VARs," Working Papers 637, Barcelona Graduate School of Economics.
- Danilo Delpini & Giacomo Bormetti, 2012. "Stochastic Volatility with Heterogeneous Time Scales," Papers 1206.0026, arXiv.org, 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 1206.1007, arXiv.org.
- Gao, Jiti, 2012. "Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models," MPRA Paper 39256, University Library of Munich, Germany, revised 14 May 2012.