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Report NEP-ETS-2018-02-05
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:
- Christian Hotz-Behofsits & Florian Huber & Thomas O. Zorner, 2018, "Predicting crypto-currencies using sparse non-Gaussian state space models," Papers, arXiv.org, number 1801.06373, Jan, revised Feb 2018.
- Vincent Vandenberghe, 2018, "Alternatives to Polynomial Trend-Corrected Differences-In-Differences Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2018001, Jan.
- Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018, "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper, University Library of Munich, Germany, number 83973, Jan.
- Tatsushi Oka & Pierre Perron, 2016, "Testing for Common Breaks in a Multiple Equations System," Papers, arXiv.org, number 1606.00092, May, revised Jan 2018.
- Fernando Fernandes Neto, 2018, "Generative Models for Stochastic Processes Using Convolutional Neural Networks," Papers, arXiv.org, number 1801.03523, Jan.
- Petrella, Ivan & Antolin-Diaz, Juan & Rubio-RamÃrez, Juan Francisco, 2018, "Structural Scenario Analysis with SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12579, Jan.
- Lu, Yang, 2018, "Exact Likelihood Estimation and Probabilistic Forecasting in Higher-order INAR(p) Models," MPRA Paper, University Library of Munich, Germany, number 83682, Jan.
- M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2018-01, Jan.
- Manabu Asai & Michael McAleer, 2018, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-005/III, Jan.