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Report NEP-ETS-2017-08-27
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:
- Noemi Nava & T. Di Matteo & Tomaso Aste, 2017, "Dynamic correlations at different time-scales with Empirical Mode Decomposition," Papers, arXiv.org, number 1708.06586, Aug.
- Guo, Zi-Yi, 2017, "Empirical Performance of GARCH Models with Heavy-tailed Innovations," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 167626.
- Robin Braun & Ralf Brüggemann, 2017, "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2017-07, Aug.