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Report NEP-ETS-2016-10-02
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:
- Güneş Kamber & James Morley & Benjamin Wong, 2016, "Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter," BIS Working Papers, Bank for International Settlements, number 584, Sep.
- Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2016, "Bootstrapping DSGE models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 3.
- Asai, M. & McAleer, M.J., 2016, "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-34, Aug.
- Franses, Ph.H.B.F., 2016, "Yet another look at MIDAS regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-32, Aug.
- Asai, M. & McAleer, M.J., 2016, "Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-35, Sep.
- Chambers, MJ & Kyriacou, M, 2016, "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers, University of Essex, Department of Economics, number 17623.
- Rubio-RamÃrez, Juan Francisco & Antolin-Diaz, Juan, 2016, "Narrative Sign Restrictions for SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11517, Sep.
- António Rua, 2016, "A wavelet-based multivariate multiscale approach for forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w201612.