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Report NEP-ETS-2018-11-26
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:
- Francis X. Diebold & Minchul Shin, 2017, "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-017, Aug, revised 20 Aug 2017.
- Markus Heinrich & Magnus Reif, 2018, "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 273.
- Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13171, Sep.
- Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018, "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers, University of Copenhagen. Department of Economics, number 18-10, Nov.
- Xiaowei Zhang & Peter W. Glynn, 2018, "Affine Jump-Diffusions: Stochastic Stability and Limit Theorems," Papers, arXiv.org, number 1811.00122, Oct.
- Item repec:imf:imfwpa:18/238 is not listed on IDEAS anymore
- Paulo M.D.C. Parente & Richard J. Smith, 2018, "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/59, Nov.
- Peter K. Friz & Paul Gassiat & Paolo Pigato, 2018, "Precise asymptotics: robust stochastic volatility models," Papers, arXiv.org, number 1811.00267, Nov, revised Nov 2020.
- Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia, 2018, "Asymptotically unbiased inference for a panel VAR model with p lags," Borradores de Economia, Banco de la Republica de Colombia, number 1059, Nov, DOI: 10.32468/be.1059.
- Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 20-2018, Nov.