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Report NEP-ETS-2017-02-26
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:
- Ulrich K. Müller & Mark W. Watson, 2017, "Long-Run Covariability," NBER Working Papers, National Bureau of Economic Research, Inc, number 23186, Feb.
- Andrew Harvey & Ryoko Ito, 2017, "Modeling time series with zero observations," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2017-W01, Feb.
- Christian Kleiber, 2017, "Structural Change in (Economic) Time Series," Papers, arXiv.org, number 1702.06913, Feb.
- Jinghui Chen & Masahito Kobayashi & Michael McAleer, 2017, "Testing for volatility co-movement in bivariate stochastic volatility models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-10, Feb.
- Cobb, Marcus P A, 2017, "Joint Forecast Combination of Macroeconomic Aggregates and Their Components," MPRA Paper, University Library of Munich, Germany, number 76556, Feb.
- Cobb, Marcus P A, 2017, "Aggregate Density Forecasting from Disaggregate Components Using Large VARs," MPRA Paper, University Library of Munich, Germany, number 76849, Feb.