Report NEP-ETS-2017-06-25

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:

• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017. "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series EERI RP 2017/02, Economics and Econometrics Research Institute (EERI), Brussels.
• Carvalho, Carlos Viana de & Masini, Ricardo Pereira & Medeiros, Marcelo C., 2017. "The perils of counterfactual analysis with integrated processes," Textos para discussão 455, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017. "Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments," Hannover Economic Papers (HEP) dp-598, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Stefan Neuwirth, 2017. "Time-varying mixed frequency forecasting: A real-time experiment," KOF Working papers 17-430, KOF Swiss Economic Institute, ETH Zurich.
• Chia-Lin Chang & Michael McAleer, 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Documentos de Trabajo del ICAE 2017-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.