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Report NEP-ETS-2016-07-23
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.
Other reports in NEP-ETS
The following items were announced in this report:
- Simon Clinet & Yoann Potiron, 2016. "Statistical inference for the doubly stochastic self-exciting process," Papers 1607.05831, arXiv.org, revised Jun 2017.
- Eric JONDEAU & Florian PELGRIN, 2014. "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series 14-43, Swiss Finance Institute.
- Sam Astill & David Harvey & Stephen Leybourne & Robert Taylor, 2016. "Tests for an end-of-sample bubble in financial time series," Discussion Papers 16/02, University of Nottingham, Granger Centre for Time Series Econometrics.