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Report NEP-ETS-2013-06-24
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:
- Albert Ferreiro-Castilla & Kees van Schaik, 2013, "Applying the Wiener-Hopf Monte Carlo simulation technique for Levy processes to path functionals such as first passage times, undershoots and overshoots," Papers, arXiv.org, number 1306.3923, Jun, revised Mar 2014.
- Wei Chen, 2013, "Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty," Papers, arXiv.org, number 1306.4070, Jun.
- Raoul Golan & Austin Gerig, 2013, "A Stochastic Feedback Model for Volatility," Papers, arXiv.org, number 1306.4975, Jun, revised Nov 2013.
- Enrique Moral-Benito & Luis Serven, 2013, "Testing weak exogeneity in cointegrated panels," Working Papers, Banco de España, number 1307, May.
- Ryan Greenaway-McGrevy, 2013, "A Multivariate Approach to Seasonal Adjustment," BEA Working Papers, Bureau of Economic Analysis, number 0100, Apr.
- Paulo Manuel Marques Rodrigues, 2013, "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2013_11.
- Kociecki, Andrzej, 2013, "Towards Understanding the Normalization in Structural VAR Models," MPRA Paper, University Library of Munich, Germany, number 47645, Jun.
- James Morley & Irina B. Panovska & Tara M. Sinclair, 2013, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41A, May.
- Dalu Zhang & Peter Moffatt, 2013, "Time series non-linearity in the real growth / recession-term spread relationship," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 047, Jun.