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Report NEP-ETS-2017-12-18
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:
- Andrei A. Sirchenko, 2017, "An endogenous regime-switching model of ordered choice with an application to federal funds rate target," 2017 Papers, Job Market Papers, number psi424, Nov.
- Bucci, Andrea, 2017, "Forecasting realized volatility: a review," MPRA Paper, University Library of Munich, Germany, number 83232, Dec.
- Jos'e Igor Morlanes, 2017, "Mixed Models as an Alternative to Farima," Papers, arXiv.org, number 1712.03044, Dec.
- Catherine Doz & Anna Petronevich, 2017, "On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study," PSE Working Papers, HAL, number halshs-01592863, Sep.