Printed from https://ideas.repec.org/n/nep-ets/2018-05-07.html
Report NEP-ETS-2018-05-07
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:
- Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers, NIPE - Universidade do Minho, number 07/2018.
- Morten Ø. Nielsen & S Johansen, 2018, "Nonstationary Cointegration In The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1405, Aug.
- Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers, University of Graz, Department of Economics, number 2018-09, Apr.
- Franses, Ph.H.B.F., 2018, "Model-based forecast adjustment; with an illustration to inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-14, Mar.