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Report NEP-ETS-2014-01-24
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:
- Worapree Maneesoonthorn & Catherine S. Forbes & Gael M. Martin, 2014, "Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures," Papers, arXiv.org, number 1401.3911, Jan, revised Mar 2016.
- Michele Caivano & Andrew Harvey, 2014, "Time series models with an EGB2 conditional distribution," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 947, Jan.
- Item repec:hum:wpaper:sfb649dp2014-005 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2014-007 is not listed on IDEAS anymore
- Bloechl, Andreas, 2014, "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics, University of Munich, Department of Economics, number 17940, Jan.