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Report NEP-ETS-2014-03-01
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:
- Timo Teräsvirta & Yukai Yang, 2014, "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-04, Feb.
- Peter Tankov, 2014, "Tails of weakly dependent random vectors," Papers, arXiv.org, number 1402.4683, Feb, revised Jan 2016.
- Majid M. Al-Sadoon, 2015, "A General Theory of Rank Testing," Working Papers, Barcelona School of Economics, number 750, Sep.
- Item repec:dgr:uvatin:20140021 is not listed on IDEAS anymore
- Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
- Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014, "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper, University Library of Munich, Germany, number 53874, Feb.