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Report NEP-ETS-2015-05-02
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:
- Rasmus Søndergaard Pedersen & Anders Rahbek, 2015, "Nonstationary ARCH and GARCH with t-Distributed Innovations," Discussion Papers, University of Copenhagen. Department of Economics, number 15-07, Apr.
- Dogru, Bülent, 2015, "Is Per Capıta Real GDP Stationary in High Income OECD Countrıes? Evidence from Panel Unıt Root Test With Multiple Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 63856, Apr.
- Ralph D. Snyder & J. Keith Ord & Anne B. Koehler & Keith R. McLaren & Adrian Beaumont, 2015, "Forecasting Compositional Time Series: A State Space Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/15.
- Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015, "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/15.
- Marcelle Chauvet & Elcyon C. R. Lima & Brisne Vasquez, 2015, "Forecasting Brazilian Output in Real Time in the Presence of breaks: a Comparison Of Linear and Nonlinear Models," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0118, Jan.
- Ajax R. B. Moreira & Dani Gamerman, 2015, "Bayesian Analysis of Econometric Time Series Models Using Hybrid Integration Rules," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0105, Jan.
- Didenko, Alexander & Dubovikov, Michael & Poutko, Boris, 2015, "Forecasting Coherent Volatility Breakouts," MPRA Paper, University Library of Munich, Germany, number 63708, Mar.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2015, "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 178, Jan.
- Badi H. Baltagi & Qu Feng & Chihwa Kao, 2015, "Estimation of Heterogeneous Panels with Structural Breaks," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 179, Mar.
- Elcyon Caidado Rocha Lima, 2015, "The Interpretation of Coefficients of the Vector Autoregressive Model," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 0142, Jan.