Printed from https://ideas.repec.org/n/nep-ets/2016-08-14.html
Report NEP-ETS-2016-08-14
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:
- Mikkel Bennedsen, 2016, "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," Papers, arXiv.org, number 1608.01895, Aug, revised Mar 2018.
- Søren Johansen & Morten Ørregaard Nielsen, 2016, "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-22, Jul.