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Report NEP-ETS-2018-05-21
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:
- Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2018, "A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors," MPRA Paper, University Library of Munich, Germany, number 86371, Apr.
- Alessandro Casini & Pierre Perron, 2018, "Structural Breaks in Time Series," Papers, arXiv.org, number 1805.03807, May.
- Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
- Mika Meitz & Daniel Preve & Pentti Saikkonen, 2018, "A mixture autoregressive model based on Student's $t$-distribution," Papers, arXiv.org, number 1805.04010, May.
- Takaki Sato & Yasumasa Matsuda, 2018, "Spatiotemporal ARCH Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 82, May.
- Soeren Johansen & Morten Oerregaard Nielsen, 2018, "Nonstationary cointegration in the fractionally cointegrated VAR model," Discussion Papers, University of Copenhagen. Department of Economics, number 18-04, May.
- Soeren Johansen, 2018, "Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-05, May.
- Item repec:rim:rimwps:18-22 is not listed on IDEAS anymore
- Jeffrey S. Racine & Qi Li & Li Zheng, 2018, "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers, McMaster University, number 2018-10, May.
- Schreiber, Sven, 2018, "Are bootstrapped cointegration test findings unreliable?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2018/8.
- Atkinson, Anthony C. & Cerioli, Andrea & Riani, Marco, 2016, "Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66724, Jun.