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Report NEP-ETS-2017-05-07
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:
- Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
- Antonakakis, Nikolaos & Gabauer, David, 2017, "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper, University Library of Munich, Germany, number 78282, Apr.
- Francesco Bartolucci & Claudia Pigini, 2017, "Granger causality in dynamic binary short panel data models," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 421, Apr.
- Item repec:pdn:ciepap:104 is not listed on IDEAS anymore
- Yuanhua Feng & Thomas Gries, 2017, "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 102, Apr.
- Syed Ali Asad Rizvi & Stephen J. Roberts & Michael A. Osborne & Favour Nyikosa, 2017, "A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes," Papers, arXiv.org, number 1705.00891, May.