Printed from https://ideas.repec.org/n/nep-ets/2019-08-26.html
Report NEP-ETS-2019-08-26
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:
- Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020, "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper, Economics Department, Queen's University, number 1420, Oct.
- Harvey, A. & Hurn, S. & Thiele, S., 2019, "Modeling directional (circular) time series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1971, Aug.
- Emanuele Russo & Neil Foster-McGregor & Bart Verpagen, 2019, "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/29, Aug.
- James G. MacKinnon & Matthew D. Webb, 2020, "When and How to Deal with Clustered Errors in Regression Models," Working Paper, Economics Department, Queen's University, number 1421, May.
- Yicong Lin & Hanno Reuvers, 2019, "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers, arXiv.org, number 1908.02552, Aug, revised Aug 2020.
- Bucci, Andrea, 2019, "Realized Volatility Forecasting with Neural Networks," MPRA Paper, University Library of Munich, Germany, number 95443, Aug.
- Ta-Hsin Li, 2019, "Quantile-Frequency Analysis and Spectral Measures for Diagnostic Checks of Time Series With Nonlinear Dynamics," Papers, arXiv.org, number 1908.02545, Aug, revised Nov 2025.
- Daiki Maki & Yasushi Ota, 2019, "Testing for time-varying properties under misspecified conditional mean and variance," Papers, arXiv.org, number 1907.12107, Jul, revised Aug 2019.
- Daiki Maki & Yasushi Ota, 2019, "Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches," Papers, arXiv.org, number 1907.12752, Jul, revised Sep 2019.