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Report NEP-ETS-2016-03-06
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:
- Ladislav Kristoufek, 2016, "Power-law cross-correlations estimation under heavy tails," Papers, arXiv.org, number 1602.05385, Feb, revised Apr 2016.
- Pierre Guérin & Danilo Leiva-Leon, 2015, "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers, Bank of Canada, number 15-24, DOI: 10.34989/swp-2015-24.
- Chambers, MJ, 2016, "The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests," Economics Discussion Papers, University of Essex, Department of Economics, number 16062.
- Michael R.M. Abrigo & Inessa Love, 2016, "Estimation of Panel Vector Autoregression in Stata: a Package of Programs," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201602, Jan.
- Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
- Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16013, Feb.
- Hamidi Sahneh, Mehdi, 2013, "Testing for Noncausal Vector Autoregressive Representation," MPRA Paper, University Library of Munich, Germany, number 68867, Aug, revised 16 Aug 2014.
- Koloch, Grzegorz, 2016, "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper, University Library of Munich, Germany, number 69001, Jan.
- Svetunkov, Ivan & Kourentzes, Nikolaos, 2015, "Complex Exponential Smoothing," MPRA Paper, University Library of Munich, Germany, number 69394, May.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 2, Feb.
- Götz, Thomas B. & Hecq, Alain & Smeekes, Stephan, 2015, "Testing for Granger causality in large mixed-frequency VARs," Discussion Papers, Deutsche Bundesbank, number 45/2015.