Printed from https://ideas.repec.org/n/nep-ets/2020-09-07.html
Report NEP-ETS-2020-09-07
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:
- Lenza, Michele & Primiceri, Giorgio E., 2020, "How to estimate a VAR after March 2020," Working Paper Series, European Central Bank, number 2461, Aug.
- Aknouche, Abdelhakim & Francq, Christian, 2020, "Stationarity and ergodicity of Markov switching positive conditional mean models," MPRA Paper, University Library of Munich, Germany, number 102503, Aug.
- Jules Sadefo-Kamdem & Babel Raïssa Guemdjo Kamdem & Carlos Ougouyandjou, 2021, "S-ARMA model and Wold decomposition for covariance stationary interval-valued time series processes," Post-Print, HAL, number hal-02901595, DOI: 10.1142/S1793005721500101.
- Matthieu Garcin & Martino Grasselli, 2020, "Long vs Short Time Scales: the Rough Dilemma and Beyond," Papers, arXiv.org, number 2008.07822, Aug, revised Nov 2021.
- Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020, "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/20.
- Feiyu Jiang & Zifeng Zhao & Xiaofeng Shao, 2020, "Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective," Papers, arXiv.org, number 2007.04553, Jul.
- Jean-Yves Pitarakis, 2020, "A Novel Approach to Predictive Accuracy Testing in Nested Environments," Papers, arXiv.org, number 2008.08387, Aug, revised Oct 2023.
- Dirk Roeder & Georgi Dimitroff, 2020, "Volatility model calibration with neural networks a comparison between direct and indirect methods," Papers, arXiv.org, number 2007.03494, Jul.
- Jie Fang & Jianwu Lin & Shutao Xia & Yong Jiang & Zhikang Xia & Xiang Liu, 2020, "Neural Network-based Automatic Factor Construction," Papers, arXiv.org, number 2008.06225, Aug, revised Oct 2020.
- von Sachs, Rainer, 2019, "Spectral Analysis of Multivariate Time Series," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019008, Jan.