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Report NEP-ETS-2016-08-21
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:
- W. Robert Reed & Min Zhu, 2016, "On Estimating Long-Run Effects In Models with Lagged Dependent Variables," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/16, Jul.
- Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
- Shinichiro Shirota & Yasuhiro Omori & Hedibert. F. Lopes & Haixiang Piao, 2016, "Cholesky Realized Stochastic Volatility Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1019, Aug.
- Antonia Arsova & Deniz Dilan Karaman Örsal, 2016, "An intersection test for the cointegrating rank in dependent panel data," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 357, Mar.