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Report NEP-ETS-2014-10-13
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:
- Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/24, Sep.
- Ladislav Kristoufek, 2014, "Finite sample properties of power-law cross-correlations estimators," Papers, arXiv.org, number 1409.6857, Sep.
- Michael Wickens, 2014, "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers, Department of Economics, University of York, number 14/17, Sep.
- Christian MÜLLER, 2010, "Interpretation of Cointegration Coefficients - A Paradox, a Solution and Empirical Evidence," EcoMod2004, EcoMod, number 330600100, Jan.