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Report NEP-ETS-2015-08-13
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:
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A GARCH model for testing market efficiency," Working Papers, Deakin University, Department of Economics, number fe_2015_01, Jan, DOI: 10.1016/j.intfin.2015.12.008.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
- Dimitris Korobilis., 2015, "Prior selection for panel vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2015_10, Apr.
- Mario Cerrato & John Crosby & Minjoo Kim & Yang Zhao, 2015, "Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula," Working Papers, Business School - Economics, University of Glasgow, number 2015_15, Feb.
- William Larson, 2015, "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers, The George Washington University, The Center for Economic Research, number 2015-002, Jul.
- Ivan Fernandez-Val & Martin Weidner, 2015, "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/15, Apr.
- Benjamin Wong & Varang Wiriyawit, 2015, "Structural VARs, deterministic and stochastic trends: Does detrending matter?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2015/02, Apr.