Printed from https://ideas.repec.org/n/nep-ets/2015-01-19.html
Report NEP-ETS-2015-01-19
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:
- Liang Jiang & Xiaohu Wang & Jun Yu, 2014, "On Bias in the Estimation of Structural Break Points," Working Papers, Singapore Management University, School of Economics, number 22-2014, Dec.
- Bai, Jushan & Li, Kunpeng & Lu, Lina, 2014, "Estimation and inference of FAVAR models," MPRA Paper, University Library of Munich, Germany, number 60960, Dec.
- Ahmad, Ali & Francq, Christian, 2014, "Poisson qmle of count time series models," MPRA Paper, University Library of Munich, Germany, number 59804, Nov.
- Arturas Juodis, 2014, "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-08, Dec.
- Chew Lian Chua & Sarantis Tsiaplias, 2014, "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n27, Dec.