Report NEP-ETS-2015-06-20This 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.
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Other reports in NEP-ETS
The following items were announced in this report:
- Andrew Binning & Junior Maih, 2015. "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers No 4/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jean-Marie Dufour & Tarek Jouini, 2015. "Asymptotic distributions for quasi-efficient estimators in echelon VARMA models," CIRANO Working Papers 2015s-26, CIRANO.
- Morten Ã˜rregaard Nielsen & Sergei S. Shibaev, 2015. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," Working Paper 1340, Economics Department, Queen's University.
- Helmut Luetkepohl & George Milunovich, 2015. "Testing for Identification in SVAR-GARCH Models," SFB 649 Discussion Papers SFB649DP2015-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Alexander Dokumentov & Rob J. Hyndman, 2015. "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers 13/15, Monash University, Department of Econometrics and Business Statistics.
- Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015. "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers 12/15, Monash University, Department of Econometrics and Business Statistics.
- Item repec:tam:wpaper:1392 is not listed on IDEAS anymore
- Jari Hännikäinen, 2014. "Multi-step forecasting in the presence of breaks," Working Papers 1494, Tampere University, Faculty of Management and Business, Economics.
- Andrew Harvey & Rutger-Jan Lange, 2015. "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics 1517, Faculty of Economics, University of Cambridge.
- Alessandra Luati & Tommaso Proietti, 2015. "Generalised partial autocorrelations and the mutual information between past and future," CEIS Research Paper 344, Tor Vergata University, CEIS, revised 05 Jun 2015.
- Kascha, Christian & Trenkler, Carsten, 2015. "Forecasting VARs, model selection, and shrinkage," Working Papers 15-07, University of Mannheim, Department of Economics.
- Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
- Antoine Djogbenou & Silvia Gonçalves & Benoit Perron, 2015. "Bootstrap inference in regressions with estimated factors and serial correlation," CIRANO Working Papers 2015s-20, CIRANO.
- Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015. "The scale of predictability," CIRANO Working Papers 2015s-21, CIRANO.