Report NEP-ETS-2013-01-19

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:

• Saeed Mehraban & Amirhossein Shirazi & Maryam Zamani & Gholamreza Jafari, 2013. "Coupling between time series: a network view," Papers 1301.1010, arXiv.org.
• Milan v{Z}ukoviv{c}, 2013. "Dynamics of episodic transient correlations in currency exchange rate returns and their predictability," Papers 1301.1893, arXiv.org.
• Angel De la Fuente, 2013. "A mixed splicing procedure for economic time series," Working Papers 1302, BBVA Bank, Economic Research Department.
• Dominique Guegan & Bertrand Hassani, 2013. "Using a time series approach to correct serial correlation in operational risk capital calculation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00771387, HAL.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term," Center for Policy Research Working Papers 150, Center for Policy Research, Maxwell School, Syracuse University.
• Tommaso, Proietti & Alessandra, Luati, 2012. "The Generalised Autocovariance Function," MPRA Paper 43711, University Library of Munich, Germany.