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Report NEP-ETS-2013-05-22
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:
- Mutl, Jan & Sögner, Leopold, 2013, "Parameter Estimation and Inference with Spatial Lags and Cointegration," Economics Series, Institute for Advanced Studies, number 296, May.
- Mateusz Pipień, 2013, "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers, Narodowy Bank Polski, number 151.
- Item repec:ner:louvai:info:hdl:2078.1/119718 is not listed on IDEAS anymore
- Stelios D. Bekiros & Alessia Paccagnini, 2013, "Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model," Working Paper series, Rimini Centre for Economic Analysis, number 22_13, Apr.
- Wolfgang Polasek, 2013, "Forecast Evaluations for Multiple Time Series: A Generalized Theil Decomposition," Working Paper series, Rimini Centre for Economic Analysis, number 23_13, May.