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Report NEP-ETS-2014-03-22
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:
- Grané Chávez, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014, "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws140503, Feb.
- Item repec:dnb:dnbwpp:417 is not listed on IDEAS anymore
- Rasmus Søndergaard Pedersen, 2014, "Targeting estimation of CCC-Garch models with infinite fourth moments," Discussion Papers, University of Copenhagen. Department of Economics, number 14-04, Feb.
- Blöchl, Andreas, 2014, "Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 18446, Feb.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis," Cahiers de recherche, CIRPEE, number 1413.
- Smeekes, S. & Urbain, J.R.Y.J., 2014, "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, Jan, DOI: 10.26481/umagsb.2014008.
- Yamin Ahmad & Ivan Paya, 2014, "Temporal Aggregation of Random Walk Processes and Implications for Asset Prices," Working Papers, UW-Whitewater, Department of Economics, number 14-01, Jan.
- Yamin Ahmad & Luiggi Donayre, 2014, "Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?," Working Papers, UW-Whitewater, Department of Economics, number 14-02, Mar.
- Tomasz Skoczylas, 2014, "Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-06.