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Report NEP-ETS-2018-03-19
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:
- Fabrizio Iacone & Stepana Lazarova, 2017, "Semiparametric detection of changes in long range dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 830, Aug.
- KANAZAWA, Nobuyuki & 金澤, 伸幸, 2018, "Radial Basis Functions Neural Networks for Nonlinear Time Series Analysis and Time-Varying Effects of Supply Shocks," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-64, Mar.
- Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers, Athens University of Economics and Business, number 1802, Feb.
- Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix I)," DEOS Working Papers, Athens University of Economics and Business, number 1803, Feb.
- Antonis Demos & Dimitra Kyriakopoulou, 2018, "Finite Sample Theory and Bias Correction of MLEs in the EGARCH Model (Technical Appendix II)," DEOS Working Papers, Athens University of Economics and Business, number 1804, Feb.
- Yang Lu & Christian Gourieroux, 2018, "Negative Binomial Autoregressive Process," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2018-01, Mar.
- Federico A. Bugni & Joel L. Horowitz, 2018, "Permutation Tests for Equality of Distributions of Functional Data," Papers, arXiv.org, number 1803.00798, Mar, revised Jun 2021.
- Yeonwoo Rho & Xiaofeng Shao, 2018, "Bootstrap-Assisted Unit Root Testing With Piecewise Locally Stationary Errors," Papers, arXiv.org, number 1802.05333, Feb.
- Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201810.
- Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 156, Mar.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/7, Mar.
- Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.