Printed from https://ideas.repec.org/n/nep-ets/2018-09-24.html
Report NEP-ETS-2018-09-24
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:
- Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018, "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-32, Aug.
- Anna Gloria Billé & Leopoldo Catania, 2018, "Dynamic Spatial Autoregressive Models with Time-varying Spatial Weighting Matrices," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS55, Sep.
- Francis X. Diebold & Minchul Shin, 2018, "Machine Learning for Regularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 24967, Aug.
- Somsri Banditvilai & Siriluck Anansatitzin, 2018, "Comparative Study of Three Time Series Methods in Forecasting Dengue Hemorrhagic Fever Incidence in Thailand," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409199, Jun.
- Zheng, Y. & Gohin, A., 2018, "Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia, International Association of Agricultural Economists, number 276001, Jul, DOI: 10.22004/ag.econ.276001.
- Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018, "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1882.
- Nyoni, Thabani, 2018, "Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box - Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 88622, Aug, revised 19 Aug 2018.
- Haroon Mumtaz & Konstantinos Theodoridis, 2016, "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 804, Nov.
- Kajal Lahiri & Yongchen Zhao, 2018, "International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts," Working Papers, Towson University, Department of Economics, number 2018-04, Sep, revised Sep 2018.
- Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018, "Global trends in interest rates," Staff Reports, Federal Reserve Bank of New York, number 866, Sep.