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Report NEP-ETS-2013-12-15
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:
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2013, "Long- versus medium-run identification in fractionally integrated VAR models," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 476, Dec.
- Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013, "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series, Central Bank of Brazil, Research Department, number 330, Oct.
- Item repec:dgr:umagsb:2013069 is not listed on IDEAS anymore
- Rotta, Pedro Nielsen & Pereira, Pedro L. Valls, 2013, "Analysis of contagion from the constant conditional correlation model with Markov regime switching," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 340, Dec.
- Item repec:hal:journl:hal-00914830 is not listed on IDEAS anymore
- Felix Chan, 2013, "Advantages of Non-Normality in Testing Cointegration Rank," Bankwest Curtin Economics Centre Working Paper series, Bankwest Curtin Economics Centre (BCEC), Curtin Business School, number WP1306, Jul.
- Bayraci, Selcuk & Demiralay, Sercan, 2013, "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper, University Library of Munich, Germany, number 51909, Nov.
- Brandon J. Bates & Mikkel Plagborg-Møller & James H. Stock & Mark W. Watson, , "Consistent factor estimation in dynamic factor models with structural instability," Working Paper, Harvard University OpenScholar, number 84631.
- Barbara Rossi & Atsushi Inoue, 2012, "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1404, Apr.