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Report NEP-ETS-2013-04-13
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:
- Marek Jarocinski & Albert Marcet, 2013, "Priors about Observables in Vector Autoregressions," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 929.13, Mar.
- Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2013, "Dynamic Factor Models: A review of the Literature ," Working papers, Banque de France, number 430.
- Item repec:dgr:uvatin:20130049 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20130050 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20130054 is not listed on IDEAS anymore
- Frédéric Karamé, 2012, "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 12-04.
- Xuguang Sheng & Jingyun Yang, 2013, "Truncated Product Methods for Panel Unit Root Tests," Working Papers, The George Washington University, The Center for Economic Research, number 2013-004, Apr.
- Kajal Lahiri & Liu Yang, 2013, "Confidence Bands for ROC Curves with Serially Dependent Data," Discussion Papers, University at Albany, SUNY, Department of Economics, number 13-07.
- Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper, University Library of Munich, Germany, number 45860, Jan.
- Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil, 2012, "Do Dynamic Neural Networks Stand a Better Chance in Fractionally Integrated Process Forecasting?," MPRA Paper, University Library of Munich, Germany, number 45977, Sep.
- Karavias, Yiannis & Tzavalis, Elias, 2013, "The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 46012, Apr.
- Wintenberger, Olivier, 2013, "Continuous invertibility and stable QML estimation of the EGARCH(1,1) model," MPRA Paper, University Library of Munich, Germany, number 46027, Jan.
- Matthew Smith, 2012, "Estimating Nonlinear Economic Models Using Surrogate Transitions," 2012 Meeting Papers, Society for Economic Dynamics, number 494.