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Report NEP-ETS-2019-10-28
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:
- Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2019, "Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models," Papers, arXiv.org, number 1910.10779, Oct, revised Sep 2021.
- Matteo Barigozzi & Matteo Luciani, 2019, "Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models," Papers, arXiv.org, number 1910.09841, Oct.
- James H. Stock & Mark W. Watson, 2019, "Trend, Seasonal, and Sectoral Inflation in the Euro Area," Working Papers Central Bank of Chile, Central Bank of Chile, number 847, Oct.
- Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2019, "Information, VARs and DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1619, Oct.
- Item repec:wiw:wiwwuw:wuwp296 is not listed on IDEAS anymore
- Milan Kumar Das & Anindya Goswami & Sharan Rajani, 2019, "Inference of Binary Regime Models with Jump Discontinuities," Papers, arXiv.org, number 1910.10606, Oct, revised Mar 2022.
- Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 29030, Oct.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019, "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper, University Library of Munich, Germany, number 96621, Oct.
- Uwe Hassler & Marc-Oliver Pohle, 2019, "Forecasting under Long Memory and Nonstationarity," Papers, arXiv.org, number 1910.08202, Oct.
- Patrick Leung & Catherine S. Forbes & Gael M Martin & Brendan McCabe, 2019, "Forecasting Observables with Particle Filters: Any Filter Will Do!," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/19.
- Thiyanga S. Talagala & Feng Li & Yanfei Kang, 2019, "Feature-based Forecast-Model Performance Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/19.
- Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-457, Jul, DOI: 10.3929/ethz-b-000354388.
- Anastasios Panagiotelis & Puwasala Gamakumara & George Athanasopoulos & Rob J Hyndman, 2019, "Forecast Reconciliation: A geometric View with New Insights on Bias Correction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/19.