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Report NEP-ETS-2014-10-17
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:
- Adam D. Bull, 2014, "Near-optimal estimation of jump activity in semimartingales," Papers, arXiv.org, number 1409.8150, Sep, revised Jan 2016.
- Zhenlin Yang, 2014, "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers, Singapore Management University, School of Economics, number 16-2014, Sep.
- Ulrich Hounyo, 2014, "The wild tapered block bootstrap," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-32, Sep.
- Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014, "Large Bayesian VARMAs," Working Papers, University of Strathclyde Business School, Department of Economics, number 1409, Sep.