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Report NEP-ETS-2016-02-12
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:
- Yunus Emre Ergemen, 2016, "Generalized Efficient Inference on Factor Models with Long-Range Dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-05, Jan.
- Fabio Canova & Filippo Ferroni & Christian Matthes, 2016, "Approximating time varying structural models with time invariant structures," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2016, Jan.
- Fabio Canova & Mehdi Hamidi Sahneh, 2016, "Are Small-Scale SVARs Useful for Business Cycle Analysis? Revisiting Non-Fundamentalness," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 2/2016, Feb.
- Rubio-RamÃrez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015, "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11032, Dec.
- Item repec:esx:essedp:14458 is not listed on IDEAS anymore
- Gupta, A, 2015, "Estimation of Spatial Autoregressions with Stochastic Weight Matrices," Economics Discussion Papers, University of Essex, Department of Economics, number 15617.
- Item repec:esx:essedp:15618 is not listed on IDEAS anymore
- Chambers, MJ, 2016, "The Estimation of Continuous Time Models with Mixed Frequency Data," Economics Discussion Papers, University of Essex, Department of Economics, number 15988.