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Report NEP-ETS-2015-05-16
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:
- Ulrich Hounyo & Bezirgen Veliyev, 2015, "Validity of Edgeworth expansions for realized volatility estimators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-21, May.
- Ying-Hui Shao & Gao-Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015, "Effects of polynomial trends on detrending moving average analysis," Papers, arXiv.org, number 1505.02750, Apr.
- Gonçalves Mazzeu, Joao Henrique & Ruiz Ortega, Esther & Veiga, Helena, 2015, "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1508, May.
- Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-04, Feb.
- Gloria Gonzalez-Rivera & Wei Lin, 2015, "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers, University of California at Riverside, Department of Economics, number 201505, May.