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Report NEP-ETS-2018-06-18
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:
- Item repec:rim:rimwps:18-25 is not listed on IDEAS anymore
- Cassim, Lucius, 2018, "Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model," MPRA Paper, University Library of Munich, Germany, number 86615, May.
- Elena Goldman & Xiangjin Shen, 2018, "Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement," Staff Working Papers, Bank of Canada, number 18-21, DOI: 10.34989/swp-2018-21.
- Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2018, "Time series with interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data," Working Papers, Bank of Greece, number 246, May.
- Yoshihiro Yajima & Yasumasa Matsuda, 2018, "Log periodogram regression of two-dimensional intrinsic stationary random fields," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 85, May.
- Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12934, May.
- Item repec:rim:rimwps:18-24 is not listed on IDEAS anymore
- Item repec:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l is not listed on IDEAS anymore
- Phiri, Andrew, 2018, "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper, University Library of Munich, Germany, number 86936, May.
- Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
- Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-052/III, May.
- Milan Eliskovski, 2018, "Investigating credit transmission mechanism in the Republic of Macedonia: evidence from Vector Error Correction Model," Working Papers, National Bank of the Republic of North Macedonia, number 2018-02.
- Scott A. Carson & James B. McDonald, 2018, "Partially Adaptive Econometric Methods and the Modern Obesity Epidemic," CESifo Working Paper Series, CESifo, number 7058.
- Item repec:rim:rimwps:18-28 is not listed on IDEAS anymore