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Report NEP-ETS-2014-04-29
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:
- Item repec:ctc:serie1:def12 is not listed on IDEAS anymore
- Westerlund, Joakim & Norkute, Milda, 2014, "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers, Lund University, Department of Economics, number 2014:12, Apr.
- Souhaib Ben Taieb & Rob J Hyndman, 2014, "Boosting multi-step autoregressive forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/14.
- Pang, Tianxiao & Zhang, Danna & Chong, Terence Tai-Leung, 2013, "Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases," MPRA Paper, University Library of Munich, Germany, number 55312, Dec.