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Report NEP-ETS-2015-05-09
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:gmf:wpaper:2015-10. is not listed on IDEAS anymore
- Peter Reinhard Hansen, 2015, "A Martingale Decomposition of Discrete Markov Chains," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-18, Apr.
- Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2015, "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-19, Mar.
- Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz, 2015, "Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-28.
- Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2015, "On the Forecast Combination Puzzle," Papers, arXiv.org, number 1505.00475, May.
- Constantin Burgi, 2015, "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers, The George Washington University, The Center for Economic Research, number 2015-001, Mar.
- Robert F. Phillips, 2014, "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers, The George Washington University, The Center for Economic Research, number 2014-006, Sep.
- Jakub Nowotarski & Bidong Liu & Rafal Weron & Tao Hong, 2015, "Improving short term load forecast accuracy via combining sister forecasts," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/05, May.
- G. Papadopoulos & D. Kugiumtzis, 2015, "Estimation of connectivity measures in gappy time series," Papers, arXiv.org, number 1505.00003, Apr.
- Raffaella Giacomini & Barbara Rossi, 2015, "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers, Barcelona School of Economics, number 819, Sep.
- Mingotti, Nicola & Lillo Rodríguez, Rosa Elvira & Romo, Juan, 2015, "A Random Walk Test for Functional Time Series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1506, Apr.
- Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," MPRA Paper, University Library of Munich, Germany, number 64143, Apr.