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Report NEP-ETS-2017-09-24
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:
- Baris Soybilgen, 2017, "Identifying Us Business Cycle Regimes Using Factor Augmented Neural Network Models," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1703, Aug.
- Geert Mesters & Christian Brownlees, 2017, "Detecting Granular Time Series in Large Panels," Working Papers, Barcelona School of Economics, number 991, Sep.
- David E. Allen & Michael McAleer, 2017, "Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-22, Jul.
- Dumitru, Ana-Maria & Holden, Tom, 2017, "A Hawkes model of the transmission of European sovereign default risk," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 168431.
- Fries, Sébastien & Zakoian, Jean-Michel, 2017, "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper, University Library of Munich, Germany, number 81345, Sep.