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Report NEP-ETS-2013-11-22
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:
- Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.
- Oscar Claveria & Salvador Torra, 2013, "“Forecasting Business surveys indicators: neural networks vs. time series models”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201320, Nov, revised Nov 2013.
- Zhu, Ke & Ling, Shiqing, 2013, "Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models," MPRA Paper, University Library of Munich, Germany, number 51509, Nov.
- Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 307, Jul.
- Nobuhiko Terui & Masataka Ban, 2013, "Multivariate Time Series Model with Hierarchical Structure for Over-dispersed Discrete Outcomes," TMARG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 113, Jan, revised Aug 2013.
- Bodnar, Taras & Hautsch, Nikolaus, 2013, "Copula-based dynamic conditional correlation multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2013/19.