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Report NEP-ETS-2016-03-23
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:
- Tue Gorgens & Dean Hyslop, 2016, "The specification of dynamic discrete-time two-state panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-631, Feb.
- Tue Gorgens & Chirok Han & Sen Xue, 2016, "Moment restrictions and identification in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2016-633, Mar.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1609, Feb.
- Forni, Mario & Giovannelli, Alessandro & Lippi, Marco & Soccorsi, Stefano, 2016, "Dynamic Factor model with infinite dimensional factor space: forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11161, Mar.
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2016, "Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-16, Feb.
- Marcin Chlebus, 2016, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-06.