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Report NEP-ETS-2015-06-20
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:
- Andrew Binning & Junior Maih, 2015, "Sigma Point Filters For Dynamic Nonlinear Regime Switching Models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 4/2015, Apr.
- Jean-Marie Dufour & Tarek Jouini, 2015, "Asymptotic distributions for quasi-efficient estimators in echelon VARMA models," CIRANO Working Papers, CIRANO, number 2015s-26, Jun.
- Morten Ørregaard Nielsen & Sergei S. Shibaev, 2015, "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," Working Paper, Economics Department, Queen's University, number 1340, Jun.
- Item repec:hum:wpaper:sfb649dp2015-030 is not listed on IDEAS anymore
- Alexander Dokumentov & Rob J. Hyndman, 2015, "STR: A Seasonal-Trend Decomposition Procedure Based on Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/15.
- 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, Monash University, Department of Econometrics and Business Statistics, number 12/15.
- Item repec:tam:wpaper:1392 is not listed on IDEAS anymore
- Jari Hännikäinen, 2014, "Multi-step forecasting in the presence of breaks," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1494, May.
- Andrew Harvey & Rutger-Jan Lange, 2015, "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1517, Jun.
- Alessandra Luati & Tommaso Proietti, 2015, "Generalised partial autocorrelations and the mutual information between past and future," CEIS Research Paper, Tor Vergata University, CEIS, number 344, Jun, revised 05 Jun 2015.
- Kascha, Christian & Trenkler, Carsten, 2015, "Forecasting VARs, model selection, and shrinkage," Working Papers, University of Mannheim, Department of Economics, number 15-07.
- 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, LAMETA, Universtiy of Montpellier, number 15-09, Jun, revised Jun 2015.
- Antoine Djogbenou & Silvia Gonçalves & Benoit Perron, 2015, "Bootstrap inference in regressions with estimated factors and serial correlation," CIRANO Working Papers, CIRANO, number 2015s-20, May.
- Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015, "The scale of predictability," CIRANO Working Papers, CIRANO, number 2015s-21, May.