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Report NEP-ETS-2014-04-05
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:
- Markku Lanne & Jani Luoto, 2014, "Noncausal Bayesian Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-07, Mar.
- Michele Caivano & Andrew Harvey, 2014, "Two EGARCH models and one fat tail," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 954, Mar.
- Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/10, Mar.
- Joris de Wind & Luca Gambetti, 2014, "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 270, Mar.
- Gouriéroux, Christian & Zakoian, Jean-Michel, 2014, "On uniqueness of moving average representations of heavy-tailed stationary processes," MPRA Paper, University Library of Munich, Germany, number 54907, Mar.
- El Montasser, Ghassen, 2014, "The seasonal KPSS Test: some extensions and further results," MPRA Paper, University Library of Munich, Germany, number 54920, Mar.