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Report NEP-ETS-2013-07-05
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:
- Andrew Binning, 2013, "Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions," Working Paper, Norges Bank, number 2013/14, Jun.
- Claudia Foroni & Massimiliano Marcellino, 2013, "Mixed frequency structural models: estimation, and policy analysis," Working Paper, Norges Bank, number 2013/15, Jun.
- Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2013, "Bayesian Inference of Asymmetric Stochastic Conditional Duration Models," Working Paper series, Rimini Centre for Economic Analysis, number 28_13, May.
- Tony S. Wirjanto & Adam W. Kolkiewicz & Zhongxian Men, 2013, "Stochastic Conditional Duration Models with Mixture Processes," Working Paper series, Rimini Centre for Economic Analysis, number 29_13, May.
- Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013, "A Threshold Stochastic Conditional Duration Model for Financial Transaction Data," Working Paper series, Rimini Centre for Economic Analysis, number 30_13, May.