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