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Report NEP-ETS-2017-09-17
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:
- E. Otranto & M. Mucciardi, 2017, "Clustering Space-Time Series: A Flexible STAR Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201707.
- Jesse Wursten, 2017, "Three serial correlation tests for panel data regression models," United Kingdom Stata Users' Group Meetings 2017, Stata Users Group, number 17, Sep.
- Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga, 2017, "A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities," Working Papers, University of California at Riverside, Department of Economics, number 201709, Jul.
- Michael mcAleer, 2017, "Stationarity and Invertibility of a Dynamic Correlation Matrix," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-082/III, Sep.
- Jiti Gao & Oliver Linton & Bin Peng, 2017, "Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/17.
- Degui Li & Peter CB Phillips & Jiti Gao, 2017, "Kernel-based inference in time-varying coefficient models with multiple integrated regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/17.
- Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017, "A bootstrap stationarity test for predictive regression invalidity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/04, Apr.
- Item repec:cwl:cwldpp:3007 is not listed on IDEAS anymore
- Item repec:cwl:cwldpp:3008 is not listed on IDEAS anymore
- Gautier Marti & Sébastien Andler & Frank Nielsen & Philippe Donnat, 2016, "Clustering Financial Time Series: How Long is Enough?," Post-Print, HAL, number hal-01400395, Jul.