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Report NEP-ETS-2014-08-09
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:
- Peter Martey Addo, 2014, "Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input," Papers, arXiv.org, number 1407.7738, Jul.
- Tetsuya Takaishi, 2014, "Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm," Papers, arXiv.org, number 1408.0981, Aug.
- Marek Jarocinski & Albert Marcet, 2015, "Contrasting Bayesian and Frequentist Approaches to Autoregressions: the Role of the Initial Condition," Working Papers, Barcelona School of Economics, number 776, Sep.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014, "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2014/11, Jul.
- P. Bertuccelli & M. Mucciardi & E. Otranto, 2014, "Spatial Effects in Dynamic Conditional Correlations," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201406.
- Christian Gouriéroux & Joann Jasiak, 2014, "Filtering and Prediction in Noncausal Processes," Working Papers, Center for Research in Economics and Statistics, number 2014-15, Apr.
- Mák, Fruzsina, 2014, "Analyzing interrelated stochastic trend and seasonality on the example of energy trading data," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/09.
- Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2014, "Variance targeting estimation of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 57794, Aug.