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Report NEP-ETS-2017-07-16
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:
- Chao Wang & Qian Chen & Richard Gerlach, 2017, "Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution," Papers, arXiv.org, number 1707.03715, Jul.
- Hwang., Jungbin & Sun, Yixiao, 2017, "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt83b4q8pk, Jul.
- Fabian Goessling & Martina Danielova Zaharieva, 2017, "Semi-parametric Bayesian Forecasting with an Application to Stochastic Volatility," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6417, Jul.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2017, "Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1049, May.