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Report NEP-ETS-2017-05-28
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:
- Leschinski, Christian & Sibbertsen, Philipp, 2017, "Origins of Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-595, May.
- Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther, 2017, "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24585, May.
- Maheu, John M & Song, Yong, 2017, "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper, University Library of Munich, Germany, number 79211, May.
- Emilio Zanetti Chini, 2017, "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 138, May.