Report NEP-ETS-2015-12-28

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2015, "Testing for Fundamental Vector Moving Average Representations," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-022, Dec.
• Pooyan Amir Ahmadi & Harald Uhlig, 2015, "Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 21738, Nov.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
• Item repec:qmw:qmwecw:wp765 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp766 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp767 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp768 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp769 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp770 is not listed on IDEAS anymore

• Peter C. B. Phillips & Ye Chen & Jun Yu, 2015, "Limit Theory for Continuous Time Systems with Mildly Explosive Regressors," Working Papers, Singapore Management University, School of Economics, number 03-2015, Mar.
• Su Liangjun & Zhang Yonghui, 2015, "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects," Working Papers, Singapore Management University, School of Economics, number 06-2015, Sep.
• Su Liangjun & Junhui Qian, 2015, "Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso," Working Papers, Singapore Management University, School of Economics, number 07-2015, Sep.
• Su Liangjun & Xia Wang, 2015, "On Time-Varying Factor Models: Estimation and Testing," Working Papers, Singapore Management University, School of Economics, number 08-2015, Jul.
• Su Liangjun & Xi Qu, 2015, "Specification Test for Spatial Autoregressive Models," Working Papers, Singapore Management University, School of Economics, number 10-2015, Sep.
• Degui Li & Junhui Qian & Su Liangjun, 2015, "Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks," Working Papers, Singapore Management University, School of Economics, number 12-2015, Sep.
• Stelios D. Bekiros & Alessia Paccagnini, 2014, "Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models," Open Access publications, School of Economics, University College Dublin, number 10197/7322, Mar.
• Cubadda, G. & Guardabascio, B. & Hecq, A.W., 2015, "A Vector Heterogeneous Autoregressive Index model for realized volatility measures," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Jan, DOI: 10.26481/umagsb.2015033.