Printed from https://ideas.repec.org/n/nep-ets/2017-07-09.html
Report NEP-ETS-2017-07-09
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:
- Herwartz, Helmut & Maxand, Simone & Walle, Yabibal M., 2017, "Heteroskedasticity-robust unit root testing for trending panels," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 314.
- Helmut Lütkepohl & Thore Schlaak, 2017, "Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1672.
- Dan Pirjol & Lingjiong Zhu, 2017, "Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model," Papers, arXiv.org, number 1707.00899, Jul.
- Item repec:bos:wpaper:wp2017-004 is not listed on IDEAS anymore
- Item repec:bos:wpaper:wp2017-003 is not listed on IDEAS anymore