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Report NEP-ETS-2016-06-04
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:
- Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2016, "Volatility Dependent Dynamic Equicorrelation," NCER Working Paper Series, National Centre for Econometric Research, number 111, May.
- Markus Jochmann & Gary Koop & Rodney W. Strachan, 2008, "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper series, Rimini Centre for Economic Analysis, number 19_08, Jan.
- Petrenko, Victoria (Петренко, ВИктория) & Skrobotov, Anton (Скроботов, Антон) & Turuntseva, Maria (Турунцева, Мария), 2016, "Testing of Changes in Persistence and Their Effect on the Forecasting Quality
[Тестирование Изменения Инерционности И Влияние На Качество Прогнозов]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 542, Apr.