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Report NEP-ETS-2020-04-13
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:
- Takamitsu Kurita & B. Nielsen, 2018, "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2018-W03, Oct.
- Gluschenko, Konstantin, 2020, "Nonlinear Models of Convergence," MPRA Paper, University Library of Munich, Germany, number 99316, Mar.
- Neifar, Malika, 2020, "Stock Market Volatility Analysis: A Case Study of TUNindex," MPRA Paper, University Library of Munich, Germany, number 99140, Mar.
- Andrii Babii, 2020, "High-dimensional mixed-frequency IV regression," Papers, arXiv.org, number 2003.13478, Mar.
- Jennifer L. Castle & Jurgen A. Doornik & David Hendry, 2019, "Some forecasting principles from the M4 competition," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2019-W01, Jan.
- Lorenzo Trapani & Emily Whitehouse, 2020, "Sequential monitoring for cointegrating regressions," Papers, arXiv.org, number 2003.12182, Mar.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020, "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," Papers, arXiv.org, number 2003.14276, Mar, revised Aug 2020.