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Report NEP-ETS-2012-07-14
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:
- Eric Hillebrand & Marcelo C. Medeiros, 2012, "Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-30, Jun.
- Eric Hillebrand & Marcelo C. Medeiros & Junyue Xu, 2012, "Asymptotic Theory for Regressions with Smoothly Changing Parameters," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-31, Jun.
- Mark J Jensen & John M Maheu, 2012, "Bayesian semiparametric multivariate GARCH modeling," Working Papers, University of Toronto, Department of Economics, number tecipa-458, Jun.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Markov-switching dynamic factor models in real time," Working Papers, Banco de España, number 1205, Feb.
- Tucker S. McElroy & Thomas M. Trimbur, 2012, "Signal extraction for nonstationary multivariate time series with illustrations for trend inflation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-45.