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Report NEP-ETS-2017-07-02
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:
- Chang, C-L. & McAleer, M.J., 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-17, Jun.
- Martina Hengge & Seton Leonard, 2017, "Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2017, Jun.
- Giorgio Canarella & Luis A. Gil-Alaña & Rangan Gupta & Stephen M. Miller, 2017, "Modeling U.S. Historical Time-Series Prices and Inflation Using Various Linear and Nonlinear Long-Memory Approaches," Working papers, University of Connecticut, Department of Economics, number 2017-13, Jun.
- Thomas Quistgaard Pedersen & Erik Christian Montes Schütte, 2017, "Testing for Explosive Bubbles in the Presence of Autocorrelated Innovations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-09, Feb.
- Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.