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Report NEP-ETS-2015-09-26
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:
- Riccardo Junior Buonocore & Tomaso Aste & Tiziana Di Matteo, 2015, "Measuring multiscaling in financial time-series," Papers, arXiv.org, number 1509.05471, Sep, revised Sep 2015.
- Gautier Marti & Philippe Very & Philippe Donnat & Frank Nielsen, 2015, "A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series," Papers, arXiv.org, number 1509.05475, Sep.
- E. Otranto, 2015, "Adding Flexibility to Markov Switching Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201509.
- Pankaj Kumar, 2015, "Can Univariate Time Series Models of Inflation Help Discriminate Between Alternative Sources of Inflation PersistenceAuthor-Name: Naveen Srinivasan," Working Papers, Madras School of Economics,Chennai,India, number 2015-104, May.
- Ulrich K. Müller & Mark W. Watson, 2015, "Low-Frequency Econometrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 21564, Sep.
- Qian, Hang, 2015, "Inequality Constrained State Space Models," MPRA Paper, University Library of Munich, Germany, number 66447, Sep.
- Hännikäinen, Jari, 2015, "Selection of an estimation window in the presence of data revisions and recent structural breaks," MPRA Paper, University Library of Munich, Germany, number 66759, Sep.
- Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe, 2015, "A Comparative Study of Stock Price Forecasting using nonlinear models," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704207, Sep.
- KANTA TANNIYOM & Paponpat Taveeapiradeecharoen & Prapatchon Jariyapan, 2015, "Modeling Dependency and Conditional Volatility between Asian Economic Community (AEC) Country Exchange Rate and Inflation Using the Copula-GARCH Model," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2704733, Sep.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015, "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-111/III, Sep.
- Chevillon, G. & Hecq, A.W. & Laurent, S.F.J.A., 2015, "Long memory through marginalization of large systems and hidden cross-section dependence," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 014, Jan, DOI: 10.26481/umagsb.2015014.