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Report NEP-ETS-2017-10-15
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:
- Jin, Xin & Maheu, John M & Yang, Qiao, 2017, "Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 81920, Oct.
- Lieb, Lenard & Smeekes, Stephan, 2017, "Inference for Impulse Responses under Model Uncertainty," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 022, Oct, DOI: 10.26481/umagsb.2017022.
- Yonghui Zhang & Qiankun Zhou, 2017, "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics," Departmental Working Papers, Department of Economics, Louisiana State University, number 2017-12, Oct.