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Report NEP-ETS-2019-01-14
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:
- Tobias Hartl & Roland Weigand, 2018, "Approximate State Space Modelling of Unobserved Fractional Components," Papers, arXiv.org, number 1812.09142, Dec, revised May 2020.
- Item repec:wrk:wrkemf:19 is not listed on IDEAS anymore
- Hauzenberger, Niko & Huber, Florian, 2018, "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 276, Dec.
- Tobias Hartl & Roland Weigand, 2018, "Multivariate Fractional Components Analysis," Papers, arXiv.org, number 1812.09149, Dec, revised Jan 2019.
- Davy Paindaveine & Julien Remy & Thomas Verdebout, 2019, "Sign Tests for Weak Principal Directions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-01, Jan.
- Corrado, L. & Stengos, T. & Weeks, M. & Ege Yazgan, M., 2018, "Robust Tests for Convergence Clubs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1873, Dec.
- Item repec:rim:rimwps:19-01 is not listed on IDEAS anymore
- Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2018, "The Price of BitCoin: GARCH Evidence from High Frequency Data," Papers, arXiv.org, number 1812.09452, Dec.
- Shaw, Charles, 2018, "Conditional heteroskedasticity in crypto-asset returns," MPRA Paper, University Library of Munich, Germany, number 90437, Nov.
- Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018, "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper, University Library of Munich, Germany, number 91136, May.
- Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018, "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-08, Dec.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers, Banco de España, number 1841, Dec.
- Chen, Siyan & Desiderio, Saul, 2018, "Factor analysis with a single common factor," MPRA Paper, University Library of Munich, Germany, number 90426.