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Report NEP-ETS-2010-08-14
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:
- Riccardo DiCecio & Michael T. Owyang, 2010. "Identifying technology shocks in the frequency domain," Working Papers 2010-025, Federal Reserve Bank of St. Louis.
- Gareth W. Peters & Balakrishnan B. Kannan & Ben Lasscock & Chris Mellen & Simon Godsill, 2010. "Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation," Papers 1008.0149, arXiv.org.
- Peter Imkeller & Anthony R'eveillac & Anja Richter, 2009. "Differentiability of quadratic BSDEs generated by continuous martingales," Papers 0907.0941, arXiv.org, revised Mar 2012.