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Report NEP-ETS-2012-07-01
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:
- Fabio Canova & Fernando J. Pérez Forero, 2012, "Estimating overidentified, nonrecursive, time-varying coefficients structural VARs," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1321, May.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012, "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers, CEMFI, number wp2012_1201, Feb.
- Tommaso, Proietti & Alessandra, Luati, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper, University Library of Munich, Germany, number 39600, Apr.
- John H. Cochrane, 2012, "Continuous-Time Linear Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 18181, Jun.