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Report NEP-ETS-2015-09-11
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:
- Nicola Cufaro Petroni & Piergiacomo Sabino, 2015, "Cointegrating Jumps: an Application to Energy Facilities," Papers, arXiv.org, number 1509.01144, Sep, revised Jul 2016.
- Dimitrios P. Louzis, 2015, "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers, Bank of Greece, number 195, Jul.
- Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2015, "Structural Analysis with Multivariate Autoregressive Index Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10801, Sep.
- Tsyplakov, Alexander, 2015, "Quasifiltering for time-series modeling," MPRA Paper, University Library of Munich, Germany, number 66453, Jul.