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Report NEP-ETS-2018-03-26
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:
- Ryo Okui & Takahide Yanagi, 2018, "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers, arXiv.org, number 1802.08825, Feb, revised May 2019.
- Chambers, Marcus J & Taylor, AM Robert, 2018, "Time-Varying Parameters in Continuous and Discrete Time," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21684, Mar.
- Roberto Leon-Gonzalez, 2018, "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 17-16, Mar.
- L. Bauwens & E. Otranto, 2018, "Nonlinearities and Regimes in Conditional Correlations with Different Dynamics," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201803.
- Item repec:hal:cepnwp:hal-01730050 is not listed on IDEAS anymore
- Josep Lluís Carrion-i-Silvestre & María Dolores Gadea & Antonio Montañés, 2017, "“Unbiased estimation of autoregressive models forbounded stochastic processes," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201710, Dec, revised Dec 2017.
- Nadia Boussaha & Faycal Hamdi & Saïd Souam, 2018, "Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-14.
- Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018, "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 86.
- Weilin Xiao & Jun Yu, 2018, "Asymptotic Theory for Rough Fractional Vasicek Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2018, Mar.