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Report NEP-ETS-2014-11-22
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:
- Javier Hualde & Javier Gómez Biscarri, 2015, "A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings," Working Papers, Barcelona School of Economics, number 779, Sep.
- Item repec:cep:stiecm:/2014/577 is not listed on IDEAS anymore
- Omer, Gamal Salih & Masih, Mansur, 2014, "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 58862, Aug.
- Gloria Gonzalez-Rivera & Wei Lin, 2014, "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers, University of California at Riverside, Department of Economics, number 201429, Sep.
- Sinha, Pankaj & Agnihotri, Shalini, 2014, "Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH," MPRA Paper, University Library of Munich, Germany, number 58303, Jul.
- Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2014, "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working Papers, University of Pretoria, Department of Economics, number 201462, Oct.
- Item repec:dgr:uvatin:20140105 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140052 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140096 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20140103 is not listed on IDEAS anymore
- Søren Johansen & Bent Nielsen, 2014, "Outlier detection algorithms for least squares time series regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-39, Sep.
- Virbickaite, Audrone & Lopes, Hedibert F. & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2014, "Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws142819, Oct.
- Item repec:dgr:uvatin:20140092 is not listed on IDEAS anymore