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Report NEP-ETS-2017-10-22
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:
- Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019, "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper, Economics Department, Queen's University, number 1390, Aug.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017, "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers, University of Essex, Department of Economics, number 20497, Oct.
- Kasun Bandara & Christoph Bergmeir & Slawek Smyl, 2017, "Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering Approach," Papers, arXiv.org, number 1710.03222, Oct, revised Sep 2018.
- Pedersen, Rasmus Søndergaard, 2017, "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper, University Library of Munich, Germany, number 81979, Oct.