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Report NEP-ETS-2014-08-02
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:
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014, "Density forecasts with MIDAS models," Working Paper, Norges Bank, number 2014/10, Jul.
- David E. Allen & Michael McAleer & Marcel Scharth, 2014, "Asymmetric Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/20, Jul.
- Guillaume Gaetan Martinet & Michael McAleer, 2014, "On the Invertibility of EGARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/21, Jul.
- Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Working Papers, Singapore Management University, School of Economics, number 01-2014, Jun.
- J. Isaac Miller, 2014, "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers, Department of Economics, University of Missouri, number 1412, Jul.