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Report NEP-ETS-2019-04-29
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:
- Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019, "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/19.
- Arnab Chakrabarti & Rituparna Sen, 2019, "Copula estimation for nonsynchronous financial data," Papers, arXiv.org, number 1904.10182, Apr, revised Sep 2020.
- Muhamad Irzal & Kiki Verico, 2019, "The Economic Correlation between China and Southeast Asian Countries: Derivative Market and Real Sector Analysis," LPEM FEBUI Working Papers, LPEM, Faculty of Economics and Business, University of Indonesia, number 201934, Mar.
- Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019, "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 93366, Mar.
- Azeez, Rasheed Oluwaseyi, 2018, "Oil price volatility spillover effects on food prices in Nigeria," MPRA Paper, University Library of Munich, Germany, number 93188, Sep.
- Peter Carr & Andrey Itkin, 2019, "ADOL - Markovian approximation of rough lognormal model," Papers, arXiv.org, number 1904.09240, Apr.