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Report NEP-ETS-2017-06-11
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:
- Item repec:bof:bofrdp:2017_011 is not listed on IDEAS anymore
- Item repec:tky:fseres:2016cf1049 is not listed on IDEAS anymore
- Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017, "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-050/III, May.
- Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping high-frequency jump tests," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 870, May.
- Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 869, May.
- Dovonon, Prosper & Goncalves, Silvia & Hounyo, Ulrich & Meddahi, Nour, 2017, "Bootstrapping high-frequency jump tests," TSE Working Papers, Toulouse School of Economics (TSE), number 17-810, May.