Printed from https://ideas.repec.org/n/nep-ets/2019-01-07.html
Report NEP-ETS-2019-01-07
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:
- Yiu Lim Lui & Weilin Xiao & Jun Yu, 2018, "Mild-explosive and Local-to-mild-explosive Autoregressions with Serially Correlated Errors," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 22-2018, Dec.
- Stefan Richter & Weining Wang & Wei Biao Wu, 2018, "A supreme test for periodic explosive GARCH," Papers, arXiv.org, number 1812.03475, Dec.
- Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018, "Generating Univariate Fractional Integration within a Large VAR(1)," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1844, Dec.
- Peter Pedroni, 2018, "Panel Cointegration Techniques and Open Challenges," Department of Economics Working Papers, Department of Economics, Williams College, number 2018-09, Oct.
- Daniel J. Lewis, 2018, "Robust inference in models identified via heteroskedasticity," Staff Reports, Federal Reserve Bank of New York, number 876, Dec.
- Qiang Zhang & Rui Luo & Yaodong Yang & Yuanyuan Liu, 2018, "Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series," Papers, arXiv.org, number 1811.03711, Nov.
- Keiji Nagai & Yoshihiko Nishiyama & Kohtaro Hitomi, 2018, "Sequential test for unit root in AR(1) model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1003, Oct.
- Sébastien Laurent & Shuping Shi, 2018, "Volatility Estimation and Jump Detection for drift-diffusion Processes," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1843, Dec.
- María Gil & Javier J. Pérez & A. Jesús Sánchez & Alberto Urtasun, 2018, "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," Working Papers, Banco de España, number 1842, Dec.
- Javier Franco-Pedroso & Joaquin Gonzalez-Rodriguez & Maria Planas & Jorge Cubero & Rafael Cobo & Fernando Pablos, 2018, "The ETS challenges: a machine learning approach to the evaluation of simulated financial time series for improving generation processes," Papers, arXiv.org, number 1811.07792, Nov.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018, "Bootstrapping Structural Change Tests," Papers, arXiv.org, number 1811.04125, Nov.
- Yaein Baek, 2018, "Estimation of a Structural Break Point in Linear Regression Models," Papers, arXiv.org, number 1811.03720, Nov, revised Jun 2020.
- Paul Labonne & Martin Weale, 2018, "Temporal disaggregation of overlapping noisy quarterly data using state space models: Estimation of monthly business sector output from Value Added Tax data in the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers (2017-2023 papers hosted by The National Institute of Economic and Social Research), Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-18, Dec.
- Evzen Kocenda & Karen Poghosyan, 2018, "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1002, Sep.