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Report NEP-ETS-2017-01-08
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:
- Mike G. Tsionas, 2016, "Alternatives to large VAR, VARMA and multivariate stochastic volatility models," Working Papers, Bank of Greece, number 217, Dec.
- Mike G. Tsionas, 2016, "Alternative Bayesian compression in Vector Autoregressions and related models," Working Papers, Bank of Greece, number 216, Nov.
- Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016, "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 75770, Feb, revised 19 Dec 2016.
- Simon Clinet & Yoann Potiron, 2017, "Efficient asymptotic variance reduction when estimating volatility in high frequency data," Papers, arXiv.org, number 1701.01185, Jan, revised Jun 2018.
- Valentina V. Tarasova & Vasily E. Tarasov, 2016, "Fractional Dynamics of Natural Growth and Memory Effect in Economics," Papers, arXiv.org, number 1612.09060, Dec, revised Jan 2017.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2016, "Controlling the Size of Autocorrelation Robust Tests," MPRA Paper, University Library of Munich, Germany, number 75657, Nov.