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Report NEP-ETS-2015-10-10
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:
- Marco Centoni & Gianluca Cubadda, 2015, "Common Feature Analysis of Economic Time Series: An Overview and Recent Developments," CEIS Research Paper, Tor Vergata University, CEIS, number 355, Oct, revised 05 Oct 2015.
- Roberto Leon-Gonzalez, 2015, "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 15-17, Oct.
- G. Forchini & Bin Jiang & Bin Peng, 2015, "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/15.