Printed from https://ideas.repec.org/n/nep-ets/2017-05-21.html
Report NEP-ETS-2017-05-21
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:
- Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro, 2017, "Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 24552, May.
- Iacone, Fabrizio & Leybourne, Stephen J & Taylor, AM Robert, 2017, "Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19654, May.
- Jakob Knollmuller & Torsten A. En{ss}lin, 2017, "Noisy independent component analysis of auto-correlated components," Papers, arXiv.org, number 1705.02344, May, revised Aug 2017.
- Chang, C-L. & McAleer, M.J., 2017, "The Fiction of Full BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-015/III, Jan.
- Asai, M. & McAleer, M.J., 2017, "Forecasting the Volatility of Nikkei 225 Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-017/III, Jan.
- Item repec:tky:fseres:2016cf1045 is not listed on IDEAS anymore
- Karol Szafranek, 2017, "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers, Narodowy Bank Polski, number 262.