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Report NEP-ETS-2013-11-29
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:
- G. Kavitha & A. Udhayakumar & D. Nagarajan, 2013, "Stock Market Trend Analysis Using Hidden Markov Models," Papers, arXiv.org, number 1311.4771, Nov.
- Geon Ho Choe & Kyungsub Lee, 2013, "Conditional correlation in asset return and GARCH intensity model," Papers, arXiv.org, number 1311.4977, Nov.
- R'emy Chicheportiche & Anirban Chakraborti, 2013, "Copulas and time series with long-ranged dependences," Papers, arXiv.org, number 1311.5101, Nov.
- Samuel N. Cohen & Robert J. Elliott, 2013, "Filters and smoothers for self-exciting Markov modulated counting processes," Papers, arXiv.org, number 1311.6257, Nov.
- Item repec:cep:stiecm:/2013/567 is not listed on IDEAS anymore
- Anton Skrobotov, 2013, "On GLS-detrending for deterministic seasonality testing," Working Papers, Gaidar Institute for Economic Policy, number 0073, revised 2014.
- Anton Skrobotov, 2013, "Local Structural Trend Break in Stationarity Testing," Working Papers, Gaidar Institute for Economic Policy, number 0074, revised 2013.
- Item repec:hhs:bofrdp:2013_026 is not listed on IDEAS anymore
- Chang-Jin Kim & Jaeho Kim, 2013, "Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks," Discussion Paper Series, Institute of Economic Research, Korea University, number 1306.
- Item repec:mod:wcefin:13111 is not listed on IDEAS anymore
- Guo, Shaojun & Ling, Shiqing & Zhu, Ke, 2013, "Factor double autoregressive models with application to simultaneous causality testing," MPRA Paper, University Library of Munich, Germany, number 51570, Nov.
- Xiaohu Wang & Jun Yu, 2013, "Limit Theory for an Explosive Autoregressive Process," Working Papers, Singapore Management University, School of Economics, number 08-2013, Nov.