Report NEP-ETS-2017-11-05

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:

• Alexander Chudik & M. Hashem Pesaran, 2017, "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series, CESifo, number 6688.
• Morten Ø. Nielsen & S Johansen, 2017, "Testing The Cvar In The Fractional Cvar Model," Working Paper, Economics Department, Queen's University, number 1394, Oct.
• Conrad, Christian, 2017, "When does information on forecast variance improve the performance of a combined forecast?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168200.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series, CESifo, number 6396.

Report NEP-ETS-2017-11-05

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: