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Report NEP-ETS-2016-07-02
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:
- Ines Wilms & Luca Barbaglia & Christophe Croux, 2016, "Multi-class vector autoregressive models for multi-store sales data," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 540947, May.
- GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz, 2016, "Impulse Response Matching Estimators for DSGE Models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-27, May.
- Badi Baltagi & Long Liu, 2016, "Predication in a Generalized Spatial Panel Data Model with Serial Correlation," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 188, Feb.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 201647, Jun.
- Luke Hartigan, 2016, "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers, School of Economics, The University of New South Wales, number 2016-06, May.
- Shelton Peiris & Manabu Asai & Michael McAleer, 2016, "Estimating and forecasting generalized fractional Long memory stochastic volatility models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-08, Jun.