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Report NEP-ETS-2013-10-11
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:
- Ajay Singh & Dinghai Xu, 2013, "Random Matrix Application to Correlations Among Volatility of Assets," Papers, arXiv.org, number 1310.1601, Oct.
- Matteo Barigozzi & Christian Brownlees, 2015, "Nets: Network Estimation for Time Series," Working Papers, Barcelona School of Economics, number 723, Sep.
- Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1919, Oct.