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Report NEP-ETS-2018-02-26
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:
- Guglielmo D'Amico & Ada Lika & Filippo Petroni, 2018, "Indexed Markov Chains for financial data: testing for the number of states of the index process," Papers, arXiv.org, number 1802.01540, Feb.
- Shanika L. Wickramasuriya & George Athanasopoulos & Rob J. Hyndman, 2017, "Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/17.
- Tatsushi Oka & Pierre Perron, 2018, "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/18.
- Onatski, A. & Wang, C., 2018, "Extreme canonical correlations and high-dimensional cointegration analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1805, Jan.
- Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2018, "Mixed frequency models with MA components," Discussion Papers, Deutsche Bundesbank, number 02/2018.
- Schüler, Yves S., 2018, "On the cyclical properties of Hamilton's regression filter," Discussion Papers, Deutsche Bundesbank, number 03/2018.
- Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.