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Report NEP-ETS-2014-11-12
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:
- Item repec:cep:stiecm:/2014/576 is not listed on IDEAS anymore
- Jarocinski, Marek, 2014, "A note on implementing the Durbin and Koopman simulation smoother," MPRA Paper, University Library of Munich, Germany, number 59466, Oct.
- Luís Francisco Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2014, "Analyzing the Taylor Rule with Wavelet Lenses," NIPE Working Papers, NIPE - Universidade do Minho, number 18/2014.
- Masih, Mansur & Majid, Hamdan Abdul, 2013, "Comovement of Selected International Stock Market Indices:A Continuous Wavelet Transformation and Cross Wavelet Transformation Analysis," MPRA Paper, University Library of Munich, Germany, number 58313, Dec.
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2014, "Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-1, Feb.
- Zhu, Ke & Ling, Shiqing, 2014, "LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises," MPRA Paper, University Library of Munich, Germany, number 59099, Oct.
- Preminger, Arie & Storti, Giuseppe, 2014, "Least squares estimation for GARCH (1,1) model with heavy tailed errors," MPRA Paper, University Library of Munich, Germany, number 59082, Jan.
- Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014, "On various confidence intervals post-model-selection," MPRA Paper, University Library of Munich, Germany, number 58326, revised 2014.
- Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira da Veiga, María Helena, 2014, "Score driven asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws142618, Oct.
- Mauro Bernardi & Leopoldo Catania, 2014, "The Model Confidence Set package for R," Papers, arXiv.org, number 1410.8504, Oct.
- Søren Johansen, 2014, "Times Series: Cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-38, Oct.