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Report NEP-ETS-2018-03-05
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:
- Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018, "Spurious seasonality detection: a non-parametric test proposal," Papers, arXiv.org, number 1801.07941, Jan.
- Mazur, Stepan & Otryakhin, Dmitry & Podolskij, Mark, 2018, "Estimation of the linear fractional stable motion," Working Papers, Örebro University, School of Business, number 2018:3, Feb.
- Item repec:rim:rimwps:18-02 is not listed on IDEAS anymore
- Item repec:rim:rimwps:18-12 is not listed on IDEAS anymore
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 26316, Feb.
- Vandenberghe, Vincent, 2018, "Alternatives to Polynomial Trend-Corrected Differences-In-Differences Models," GLO Discussion Paper Series, Global Labor Organization (GLO), number 172.
- Ishanu Chattopadhyay, 2018, "A Hilbert Space of Stationary Ergodic Processes," Papers, arXiv.org, number 1801.08256, Jan.
- Astill, Sam & Taylor, AM Robert, 2018, "Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 21470, Jan.
- Francisco (F.) Blasques & Paolo Gorgi & Siem Jan (S.J.) Koopman, 2018, "Missing Observations in Observation-Driven Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-013/III, Feb.
- Lorenzo Camponovo & Yukitoshi Matsushita & Taisuke Otsu, 2018, "Nonparametric Likelihood for Volatility Under High Frequency Data," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0318, Feb.