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Report NEP-ETS-2017-04-02
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:
- Belen Garcia Carceles & Belén García Cárceles & Bernardí Cabrer Borrás & Jose Manuel Pavía Miralles, 2015, "Artificial Neural Networks and Automatic Time Series Analysis, methodological approach, results and examples using health-related time series," EcoMod2015, EcoMod, number 8669, Jul.
- Hacène Djellout & Arnaud Guillin & Yacouba Samoura, 2017, "Large Deviations Of The Realized (Co-)Volatility Vector," Post-Print, HAL, number hal-01082903, Jan.
- Hacène Djellout & Hui Jiang, 2018, "Large Deviations Of The Threshold Estimator Of Integrated (Co-)Volatility Vector In The Presence Of Jumps," Post-Print, HAL, number hal-01147189.
- Bartolucci, Francesco & Pigini, Claudia, 2017, "Granger causality in dynamic binary short panel data models," MPRA Paper, University Library of Munich, Germany, number 77486, Mar.
- Hanousek, Jan & Antoch, Jaromir & Huskova, Marie & Horvath, Lajos & Wang, Shixuan, 2017, "Structural breaks in panel data: Large number of panels and short length time series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11891, Mar.
- Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01442618, Jan.
- Dominique Guegan & Giovanni de Luca & Giorgia Rivieccio, 2017, "Three-stage estimation method for non-linear multiple time-series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01439860, Jan.