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Report NEP-ETS-2018-04-16
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:
- Ryo Okui & Takahide Yanagi, 2018, "Panel Data Analysis with Heterogeneous Dynamics," Papers, arXiv.org, number 1803.09452, Mar, revised Jan 2019.
- Dominik Bertsche & Robin Braun, 2018, "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-03, Apr.
- Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
- Skrobotov Anton, 2018, "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers, Gaidar Institute for Economic Policy, number wpaper-2018-302, revised 2018.
- Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018, "On the robustness of the principal volatility components," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 474, Mar.
- Alessandro Casini & Pierre Perron, 2018, "Continuous Record Asymptotics for Change-Points Models," Papers, arXiv.org, number 1803.10881, Mar, revised Nov 2021.
- Alessandro Casini & Pierre Perron, 2018, "Generalized Laplace Inference in Multiple Change-Points Models," Papers, arXiv.org, number 1803.10871, Mar, revised Jan 2021.
- Alessandro Casini, 2018, "Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework," Papers, arXiv.org, number 1803.10883, Mar, revised Dec 2018.
- Giovanni Angelini & Paolo Gorgi, 2018, "DSGE Models with Observation-Driven Time-Varying parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-030/III, Mar.
- Li, Weiming & Gao, Jing & Li, Kunpeng & Yao, Qiwei, 2016, "Modelling multivariate volatilities via latent common factors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68121, Oct.