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Report NEP-ETS-2018-09-03
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:
- Chevillon, Guillaume & Mavroeidis, Sophocles & Zhan, Zhaoguo, 2016, "Robust inference in structural VARs with long-run restrictions," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1702, Nov.
- Max Ole Liemen & Michel van der Wel & Olaf Posch, 2018, "Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data," 2018 Meeting Papers, Society for Economic Dynamics, number 1049.
- Lux, Thomas, 2018, "Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-07.
- Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016, "Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2016_04, Dec.
- Luca Brugnolini, 2018, "About Local Projection Impulse Response Function Reliability," CEIS Research Paper, Tor Vergata University, CEIS, number 440, Jun, revised 09 Jun 2018.
- Laura Liu & Hyungsik Moon & Frank Schorfheide, 2016, "Forecasting with Dynamic Panel Data Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 16-022, Dec, revised 21 Dec 2016.
- Item repec:imf:imfwpa:18/152 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:18/163 is not listed on IDEAS anymore
- Bal'azs Csan'ad Cs'aji, 2018, "Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models," Papers, arXiv.org, number 1807.08390, Jul.
- Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018, "LASSO-Driven Inference in Time and Space," Working Papers, Department of Economics, City St George's, University of London, number 18/04.
- Bartosz Uniejewski & Rafal Weron, 2018, "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/02, Jun.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/05, Jul.
- Item repec:bof:bofitp:2018_017 is not listed on IDEAS anymore