Report NEP-ETS-2015-05-22

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Helson C. Braga & William G. Tyler, 2015. "Testing for First Order Serial Correlation in Temporally Aggregated Regression Models," Discussion Papers 0014, Instituto de Pesquisa Econômica Aplicada - IPEA.
• A. C. Harvey & Pedro L. Valls Pereira, 2015. "Trend, Seasonality and Seasonal Adjustment," Discussion Papers 0019, Instituto de Pesquisa Econômica Aplicada - IPEA.
• Sandra Stankiewicz, 2015. "Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net," Working Paper Series of the Department of Economics, University of Konstanz 2015-12, Department of Economics, University of Konstanz.
• Harry Vander Elst, 2015. "FloGARCH : Realizing long memory and asymmetries in returns volatility," Working Paper Research 280, National Bank of Belgium.
• Manabu Asai & Michael McAleer, 2015. "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Documentos de Trabajo del ICAE 2015-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.