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Report NEP-ETS-2019-09-30
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:
- Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019, "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-660, Sep.
- Ali Charkhi & Gerda Claeskens, 2018, "Asymptotic post-selection inference for Akaike’s information criterion," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 616160, Feb.
- Pierrefeu, Alex, 2019, "A New Adaptive Moving Average (Vama) Technical Indicator For Financial Data Smoothing," MPRA Paper, University Library of Munich, Germany, number 94323, May.
- Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019, "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers, Society for Economic Dynamics, number 855.
- Mariano Kulish & Adrian Pagan, 2019, "Turning Point and Oscillatory Cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-74, Sep.
- Emanuel Kohlscheen & Jouchi Nakajima, 2019, "Steady-state growth," BIS Working Papers, Bank for International Settlements, number 812, Sep.