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Report NEP-ETS-2018-07-09
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:
- Matteo Barigozzi & Lorenzo Trapani, 2018, "Determining the dimension of factor structures in non-stationary large datasets," Papers, arXiv.org, number 1806.03647, Jun.
- Caro Navarro, Ángela & Peña, Daniel, 2018, "Estimation of the common component in Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 27047, Jun.
- Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2018, "Factor models for portfolio selection in large dimensions: the good, the better and the ugly," ECON - Working Papers, Department of Economics - University of Zurich, number 290, Jun, revised Dec 2018.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2018, "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers, arXiv.org, number 1805.08991, May.
- Niko Hauzenberger & Florian Huber & Michael Pfarrhofer & Thomas O. Zorner, 2018, "Stochastic model specification in Markov switching vector error correction models," Papers, arXiv.org, number 1807.00529, Jul, revised Sep 2019.
- J. Isaac Miller, 2018, "Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data," Working Papers, Department of Economics, University of Missouri, number 1809, Jun.
- Bo Zhou & Ramon van den Akker & Bas J. M. Werker, 2018, "Semiparametrically Point-Optimal Hybrid Rank Tests for Unit Roots," Papers, arXiv.org, number 1806.09304, Jun.
- Lance A. Fisher & Hyeon-seung Huh, 2018, "Combining sign and parametric restrictions in SVARs by Givens Rotations," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-122, Jun.
- Lance A. Fisher & Hyeon-seung Huh, 2018, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-124, Jul.
- Jean-Pierre Allegret & Cécile Couharde & Valérie Mignon & Tovonony Razafindrabe, 2017, "Oil currencies in the face of oil shocks: what can be learned from time-varying specifications?," Post-Print, HAL, number hal-01589267.
- Antonio Lemus, 2018, "Dynamic Effects of the Chilean Fiscal Policy," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-33.
- Verónica Cañal-Fernández & Julio Tascón Fernández, 2018, "The long run impact of foreign direct investment, exports, imports and GDP: evidence for Spain from an ARDL approach," Working Papers, European Historical Economics Society (EHES), number 0128, Apr.
- Zandile, Zezethu & Phiri, Andrew, 2018, "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," MPRA Paper, University Library of Munich, Germany, number 87282, Jun.
- Rasool, Haroon & Adil, Masudul Hasan & Tarique, Md, 2018, "An Empirical Evidence of Dynamic Interaction among price level, interest rate, money supply and real income: The case of the Indian Economy," MPRA Paper, University Library of Munich, Germany, number 87452.
- Amélie Adeline & Eric Delattre, 2018, "Health and income: testing for causality on European elderly people," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2018-07.
- Ivan Mendieta-Munoz & Mengheng Li, 2018, "Are long-run output growth rates falling?," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2018_02.