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Report NEP-ETS-2015-10-04
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:
- Min Seong Kim & Yixiao Sun & Jingjing Yang, 2015, "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," Working Papers, Toronto Metropolitan University, Department of Economics, number 049, Sep.
- Yingyao Hu & Matthew Shum & Matthew Shum & Ruli Xiao, 2015, "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2015-017, Sep.
- Ricardo Quineche Uribe & Gabriel Rodríguez, 2015, "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2015-404.
- Schober, Dominik & Woll, Oliver, 2015, "Disentangling irregular cycles in economic time series," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-067.
- Carlomagno, Guillermo & Espasa, Antoni, 2015, "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws1518, Sep.
- Zhu, Ke, 2015, "Hausman tests for the error distribution in conditionally heteroskedastic models," MPRA Paper, University Library of Munich, Germany, number 66991, Sep.
- Rasmus Søndergaard Pedersen, 2015, "Inference and testing on the boundary in extended constant conditional correlation GARCH models," Discussion Papers, University of Copenhagen. Department of Economics, number 15-10, Sep.
- Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev, 2015, "Inference from high-frequency data: A subsampling approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-45, Aug.
- Trenkler, Carsten & Weber, Enzo, 2015, "On the identification of multivariate correlated unobserved components models," Working Papers, University of Mannheim, Department of Economics, number 15-12.
- Fady Barsoum, 2015, "Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-19, Sep.
- Yacine Aït-Sahalia & Dacheng Xiu, 2015, "Principal Component Analysis of High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 21584, Sep.
- Michel Fliess & C'edric Join, 2015, "Seasonalities and cycles in time series: A fresh look with computer experiments," Papers, arXiv.org, number 1510.00237, Oct.