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Report NEP-ETS-2015-11-01
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:
- Mikkel Plagborg-Møller, 2015, "Bayesian Inference on Structural Impulse Response Functions," Working Paper, Harvard University OpenScholar, number 344351, Oct.
- Matthieu Droumaguet & Anders Warne & Tomasz Wozniak, 2015, "Granger Causality and Regime Inference in Bayesian Markov-Switching VARs," Department of Economics - Working Papers Series, The University of Melbourne, number 1191, May.
- Tomasz Wozniak, 2015, "Granger-causal analysis of GARCH models: a Bayesian approach," Department of Economics - Working Papers Series, The University of Melbourne, number 1194, May.
- Renáta Géczi-Papp, 2015, "Possible Applications Of Genetic Algorithms In The Time Series Analysis, Using Stock Market Data," Enterprise Theory and Practice Doctoral School (ETPDS) Working Papers, Faculty of Economics, University of Miskolc, number 9, Oct.
- Item repec:esx:essedp:773 is not listed on IDEAS anymore
- Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP62/15, Oct.
- Laura E. Jackson & M. Ayhan Kose & Christopher Otrok & Michael T. Owyang, 2015, "Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement," Working Papers, Federal Reserve Bank of St. Louis, number 2015-31, Aug, DOI: 10.20955/wp.2015.031.
- Annastiina Silvennoinen & Timo Teräsvirta, 2015, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-47, Oct.