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Report NEP-ETS-2016-09-04
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:
- Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR, 2016, "Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 17454, Aug.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016, "Choosing Prior Hyperparameters," Working Paper, Federal Reserve Bank of Richmond, number 16-9, Aug.
- Manabu Asai & Michael McAleer, 2016, "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-065/III, Aug.