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Report NEP-ETS-2017-01-01
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:
- Juan Antolin-Diaz & Juan F. Rubio-Ramirez, 2016, "Narrative Sign Restrictions for SVARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2016-16, Dec.
- Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2016, "Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection (Forthcoming in "Expert Systems With Applications")," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-403, Dec.
- Vasily E. Tarasov & Valentina V. Tarasova, 2016, "Long and Short Memory in Economics: Fractional-Order Difference and Differentiation," Papers, arXiv.org, number 1612.07903, Dec, revised Aug 2017.
- Richard Gerlach & Chao Wang, 2016, "Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures," Papers, arXiv.org, number 1612.08488, Dec.
- Abdelkamel Alj & Rajae Azrak & Christophe Ley & Guy Melard, 2016, "Asymptotic Properties of QML Estimators for VARMA Models with Time-Dependent Coefficients," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-41, Dec.
- Abdelkamel Alj & Rajae Azrak & Christophe Ley & Guy Melard, 2016, "Technical Appendix to Asymptotic Properties of QML Estimators for VARMA Models with Time-Dependent Coefficients," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-42, Dec.
- Kleiber, Christian, 2016, "Structural Change in (Economic) Time Series," Working papers, Faculty of Business and Economics - University of Basel, number 2016/06.
- Manuel Gonzalez-Astudillo & John M. Roberts, 2016, "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-099, Dec, DOI: 10.17016/FEDS.2016.099.
- Korobilis, D & Pettenuzzo, D, 2016, "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18626, Dec.
- Item repec:igi:igierp:591 is not listed on IDEAS anymore