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Report NEP-ETS-2017-08-06
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:
- Juan Antolín-Díaz & Juan F. Rubio-Ramírez, 2017, "Narrative Sign Restrictions for SVARs," Working Papers, FEDEA, number 2017-07, Mar.
- Chong, Terence Tai Leung & Pang, Tianxiao & Zhang, Danna & Liang, Yanling, 2017, "Structural change in non-stationary AR(1) models," MPRA Paper, University Library of Munich, Germany, number 80510.
- Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "The Memory of Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-601, Jul.