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Report NEP-ETS-2012-10-27
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:
- Javier Hualde, 2012, "A simple test for the equality of integration orders," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra, number 1206.
- Wojciech Charemza & Yuriy Kharin & Vladislav Maevskiy, 2012, "Bilinear forecast risk assessment for non-systematic inflation: Theory and evidence," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 12/22, Oct.
- Blazej Mazur & Mateusz Pipien, 2012, "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers, Narodowy Bank Polski, number 124.
- Bai, Jushan & Li, Kunpeng, 2012, "Maximum likelihood estimation and inference for approximate factor models of high dimension," MPRA Paper, University Library of Munich, Germany, number 42099, Jan, revised 19 Oct 2012.
- Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18467, Oct.
- Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1214, Jun.