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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, or Bluesky.
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, Verein für Socialpolitik / German Economic Association, number 168061.
- Ziping Zhao & Daniel P. Palomar, 2017, "Robust Maximum Likelihood Estimation of Sparse Vector Error Correction Model," Papers, arXiv.org, number 1710.05513, Oct.
- 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, DIW Berlin, German Institute for Economic Research, number 1695.
- 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, CESifo, number 6313.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017, "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series, European Systemic Risk Board, number 45, Jun.
- 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, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-422, Feb.
- 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, Institute for Advanced Studies, number 333, Oct.