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Report NEP-ETS-2015-05-22
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:
- Helson C. Braga & William G. Tyler, 2015, "Testing for First Order Serial Correlation in Temporally Aggregated Regression Models," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0014, Jan.
- A. C. Harvey & Pedro L. Valls Pereira, 2015, "Trend, Seasonality and Seasonal Adjustment," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0019, Jan.
- Sandra Stankiewicz, 2015, "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-12, May.
- Harry Vander Elst, 2015, "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research, National Bank of Belgium, number 280, Apr.
- Manabu Asai & Michael McAleer, 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-02, Feb.