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Report NEP-ETS-2013-06-30
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:
- Joshua C.C. Chan, 2013, "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-31, May.
- De Graeve, Ferre & Westermark, Andreas, 2013, "Un-truncating VARs," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 271, Jun.
- Qian, Hang, 2013, "Vector Autoregression with Mixed Frequency Data," MPRA Paper, University Library of Munich, Germany, number 47856, Jun.