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Report NEP-ETS-2013-11-02
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:
- Thomas Bury, 2013, "Predicting trend reversals using market instantaneous state," Papers, arXiv.org, number 1310.8169, Oct, revised Mar 2014.
- Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi, 2013, "Testing for Panel Unit Roots under General Cross-Sectional Dependence," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 327, Oct.
- Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 159, Oct.
- Jean-Marie DUFOUR & Lynda KHALAF & Marcel VOIA, 2013, "Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 13-2013.
- Steven L. Scott & Hal R. Varian, 2013, "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 19567, Oct.
- Jennifer Castle & David Hendry & Oleg Kitov, 2013, "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 674, Sep.
- Liang Chen & Juan Dolado & Jesus Gonzalo, 2013, "Detecting Big Structural Breaks in Large Factor Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 677, Oct.