Printed from https://ideas.repec.org/n/nep-ets/2013-03-16.html
Report NEP-ETS-2013-03-16
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:
- L. Bauwens & E. Otranto, 2013, "Modeling the Dependence of Conditional Correlations on Volatility," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201304.
- Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten, 2013, "Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates," Working Papers, University of Mannheim, Department of Economics, number 32993.
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3354/ is not listed on IDEAS anymore
- Francq, Christian & Zakoian, Jean-Michel, 2013, "Inference in non stationary asymmetric garch models," MPRA Paper, University Library of Munich, Germany, number 44901, Mar.
- João Valle e Azevedo, 2013, "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers, Banco de Portugal, Economics and Research Department, number w201301.
- Maddalena Cavicchioli, 2013, "�Determining the Number of Regimes in Markov-Switching VAR and VMA Models�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:03.