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Report NEP-ETS-2015-08-25
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:
- Nina Munkholt Jakobsen & Michael Sørensen, 2015, "Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-33, Aug.
- Almeida, Daniel de & Hotta, Luiz & Ruiz Ortega, Esther, 2015, "MGARCH models: tradeoff between feasibility and flexibility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1516, Jul.
- Joshua C.C. Chan & Angelia L. Grant, 2015, "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-31, Aug.
- Anurag Narayan Banerjee & Guillaume Chevillon & Marie Kratz, 2013, "Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model," Working Papers, HAL, number hal-00870795, Sep.
- Item repec:hal:wpaper:hal-01147189 is not listed on IDEAS anymore
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," Working Papers, HAL, number hal-01158524, May.
- Koen Jochmans & Geert Dhaene, 2015, "Bias-corrected estimation of panel vector autoregressions," Working Papers, HAL, number hal-01174330, Jul.