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Report NEP-ETS-2013-08-05
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:
- M. Caivano & A. Harvey, 2013, "Two EGARCH models and one fat tail," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1326, Jul.
- Marín Díazaraque, Juan Miguel & Rodríguez Bernal, M. T. & Romero, Eva, 2013, "Data cloning estimation of GARCH and COGARCH models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws132723, Jul.
- Grote, Claudia & Sibbertsen, Philipp, 2013, "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-514, Jul.
- Eric Ghysels & J. Isaac Miller, 2013, "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers, Department of Economics, University of Missouri, number 1307, Jun, revised 07 May 2014.