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Report NEP-ETS-2013-05-24
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:
- Miguel Angel Ramirez, 2013, "The alternative of a smoother parameter in the Hodrick-Prescott filter," Mexican Stata Users' Group Meetings 2013, Stata Users Group, number 07, May.
- Pesaran, Hashem & Chudik, Alexander, 2013, "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1317, May.
- Virbickaite, Audrone & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2013, "A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws131009, May.
- Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira da Veiga, María Helena, 2013, "One for all : nesting asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws131110, May.
- Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013, "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-15, Mar.
- Item repec:esx:essedp:727 is not listed on IDEAS anymore
- Marco Del Negro & Giorgio E. Primiceri, 2013, "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports, Federal Reserve Bank of New York, number 619.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2013, "Estimating dynamic equilibrium models with stochastic volatility," Working Papers, Federal Reserve Bank of Philadelphia, number 13-19.