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Report NEP-ETS-2014-01-17
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:
- Chih-Hao Lin & Chia-Seng Chang & Sai-Ping Li, 2014, "An Empirical Method to Measure Stochasticity and Multifractality in Nonlinear Time Series," Papers, arXiv.org, number 1401.1292, Jan.
- Anna Zaremba & Tomaso Aste, 2014, "Measures of Causality in Complex Datasets with application to financial data," Papers, arXiv.org, number 1401.1457, Jan, revised Jun 2014.
- Tao Xiong & Yukun Bao & Zhongyi Hu, 2014, "Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting," Papers, arXiv.org, number 1401.1916, Jan.
- Claudia Foroni & Massimiliano Marcellino, 2014, "Mixed frequency structural VARs," Working Paper, Norges Bank, number 2014/01, Jan.
- Item repec:crs:wpdeee:g2013-03 is not listed on IDEAS anymore
- Dimitra Chatzi & Dikaios Tserkezos, 2014, "Testing the Linearity of a Time Series," Working Papers, University of Crete, Department of Economics, number 1401, Oct.
- Helmut Lütkepohl, 2014, "Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1351.
- Chevillon, Guillaume, 2013, "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1320, Nov.
- Franses, Ph.H.B.F., 2013, "Are we in a bubble? A simple time-series-based diagnostic," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-12, Mar.
- Bel, K. & Paap, R., 2013, "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-25, Aug.
- Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M., 2013, "Estimation of flexible fuzzy GARCH models for conditional density estimation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-013-LIS, Jul.
- Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
- Brännäs, Kurt, 2014, "Simultaneity in the Multivariate Count Data Autoregressive Model," Umeå Economic Studies, Umeå University, Department of Economics, number 870, Jan.
- Zhu, Ke & Li, Wai Keung, 2014, "A new Pearson-type QMLE for conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 52732, Jan.