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Report NEP-ETS-2017-11-19
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:
- Manabu Asai & Shelton Peiris & Michael McAleer, 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-26, Nov.
- Goodwin, Thomas & Tian, Jing, 2017, "A state space approach to evaluate multi-horizon forecasts," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-15.
- Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
- Buncic, Daniel, 2017, "Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 344, Oct.
- AMBA OYON, Claude Marius & Mbratana, Taoufiki, 2017, "Simultaneous equation models with spatially autocorrelated error components," MPRA Paper, University Library of Munich, Germany, number 82395, Oct.
- Soeren Johansen & Morten Oeregaard Nielsen, 2017, "Testing the CVAR in the fractional CVAR model," Discussion Papers, University of Copenhagen. Department of Economics, number 17-23, Oct.
- Manabu Asai & Michael McAleer & Shelton Peiris, 2017, "Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-105/III, Nov.
- Svetunkov, Ivan & Boylan, John Edward, 2017, "Multiplicative state-space models for intermittent time series," MPRA Paper, University Library of Munich, Germany, number 82487, Nov.
- Xiaohu Wang & Jun Yu, 2017, "Bubble Testing under Deterministic Trends," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2017, Sep.