Printed from https://ideas.repec.org/n/nep-ets/2015-12-12.html
Report NEP-ETS-2015-12-12
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:
- Xin Li & Carlos F. Tolmasky, 2015, "An asymmetric ARCH model and the non-stationarity of Clustering and Leverage effects," Papers, arXiv.org, number 1512.01916, Dec.
- Domenico Giannone & Francesca Monti & Lucrezia Reichlin, 2015, "Exploiting the monthly data flow in structural forecasting," Staff Reports, Federal Reserve Bank of New York, number 751, Dec.
- Kurt Graden Lunsford, 2015, "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1528, Dec, DOI: 10.26509/frbc-wp-201528.