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