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Report NEP-ETS-2019-12-09
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:
- Guochang Wang & Ke Zhu & Guodong Li & Wai Keung Li, 2019, "Hybrid quantile estimation for asymmetric power GARCH models," Papers, arXiv.org, number 1911.09343, Nov.
- Peter Boswijk & Giuseppe Cavaliere & Iliyan Georgiev & Anders Rahbek, 2019, "Bootstrapping Non-Stationary Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-083/III, Dec.
- Aastha M. Sathe & N. S. Upadhye, 2019, "Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models," Papers, arXiv.org, number 1911.09985, Nov.
- Nikolaos Kourentzes & George Athanasopoulos, 2019, "Elucidate Structure in Intermittent Demand Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 27/19.
- Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang, 2019, "A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior," Papers, arXiv.org, number 1911.09151, Nov.
- Karel Janda & Binyi Zhang, 2019, "Renewable Energy Financial Modelling: A China Case Study," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/7, May, revised May 2019.
- Moura, Guilherme V. & Santos, André A. P. & Ruiz Ortega, Esther, 2019, "Comparing Forecasts of Extremely Large Conditional Covariance Matrices," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 29291, Nov.
- Riveros Gavilanes, John Michael, 2019, "Low sample size and regression: A Monte Carlo approach," MPRA Paper, University Library of Munich, Germany, number 97017, Nov.