Report NEP-ETS-2017-10-29
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.
Other reports in NEP-ETS
The following items were announced in this report:
- Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2017. "Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168061, Verein für Socialpolitik / German Economic Association.
- Ziping Zhao & Daniel P. Palomar, 2017. "Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model," Papers 1710.05513, arXiv.org.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017. "Trends and Cycles in Macro Series: The Case of US Real GDP," Discussion Papers of DIW Berlin 1695, DIW Berlin, German Institute for Economic Research.
- Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017. "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series 6313, CESifo.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
- Masafumi Nakano & Akihiko Takahashi & Soichiro Takahashi, 2018. "State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System," CARF F-Series CARF-F-422, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Stypka, Oliver & Wagner, Martin & Grabarczyk, Peter & Kawka, Rafael, 2017. "The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions," Economics Series 333, Institute for Advanced Studies.