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Report NEP-ETS-2013-03-23
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:
- Song-Yon Kim & Mun-Chol Kim, 2013, "The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet," Papers, arXiv.org, number 1303.4867, Mar, revised Nov 2013.
- Majid M. Al-Sadoon, 2015, "Geometric and Long Run Aspects of Granger Causality," Working Papers, Barcelona School of Economics, number 682, Sep.
- Item repec:dgr:umagsb:2013002 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the accuracy of forecasts from vector autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2013-010, DOI: 10.20955/wp.2013.010.
- Kei Kawakami, 2013, "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne, number 1167.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13024, Mar.
- Boonsoo Koo & Myung Hwan Seo, 2013, "Structural-break models under mis-specification: implications for forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/13.
- Hatemi-J, Abdulnasser, 2013, "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper, University Library of Munich, Germany, number 45170, Mar.
- Proietti, Tommaso & Luati, Alessandra, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," MPRA Paper, University Library of Munich, Germany, number 45280, Mar.