Report NEP-ETS-2019-10-21
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti 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:
- Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019. "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 16/19, Monash University, Department of Econometrics and Business Statistics.
- Beaumont, Paul & Smallwood, Aaron, 2019. "Inference for likelihood-based estimators of generalized long-memory processes," MPRA Paper 96313, University Library of Munich, Germany.
- Hecq, Alain & Issler, João Victor & Telg, Sean, 2019. "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 810, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- D.S.G. Pollock, "undated". "Filters, Waves and Spectra," Discussion Papers in Economics 19/08, Division of Economics, School of Business, University of Leicester.
- D.S.G. Pollock, "undated". "The Correspondence Between Stochastic Linear Difference and Differential Equations," Discussion Papers in Economics 19/07, Division of Economics, School of Business, University of Leicester.
- Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019. "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Working papers 22, Red Investigadores de Economía.