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Report NEP-ETS-2013-01-19
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:
- Saeed Mehraban & Amirhossein Shirazi & Maryam Zamani & Gholamreza Jafari, 2013, "Coupling between time series: a network view," Papers, arXiv.org, number 1301.1010, Jan.
- Milan v{Z}ukoviv{c}, 2013, "Dynamics of episodic transient correlations in currency exchange rate returns and their predictability," Papers, arXiv.org, number 1301.1893, Jan.
- Angel De la Fuente, 2013, "A mixed splicing procedure for economic time series," Working Papers, BBVA Bank, Economic Research Department, number 1302, Jan.
- Dominique Guegan & Bertrand Hassani, 2013, "Using a time series approach to correct serial correlation in operational risk capital calculation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00771387, Jul.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2012, "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 150, Dec.
- Tommaso, Proietti & Alessandra, Luati, 2012, "The Generalised Autocovariance Function," MPRA Paper, University Library of Munich, Germany, number 43711, Jun.