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Report NEP-ETS-2014-01-10
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:
- Mohammad Mousavi & Peter W. Glynn, 2013, "Exact Simulation of Non-stationary Reflected Brownian Motion," Papers, arXiv.org, number 1312.6456, Dec.
- Ting Ting Chen & Tetsuya Takaishi, 2013, "Empirical Study of the GARCH model with Rational Errors," Papers, arXiv.org, number 1312.7057, Dec.
- A. Sensoy & Benjamin M. Tabak, 2013, "How much random does European Union walk? A time-varying long memory analysis," Working Papers Series, Central Bank of Brazil, Research Department, number 342, Dec.
- Arias, Jonas E. & Rubio-RamÃrez, Juan F. & Waggoner, Daniel F., 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," Dynare Working Papers, CEPREMAP, number 30, Jan.
- Rui Pascoal & Ana Margarida Monteiro, 2013, "Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-27, Dec.
- Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013, "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working papers, University of Connecticut, Department of Economics, number 2013-34, Dec.
- Roberto Leon-Gonzalez & Fuyu Yang, 2014, "Bayesian Inference and Forecasting in the Stationary Bilinear Model," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 055, Jan.