Printed from https://ideas.repec.org/n/nep-ets/2020-10-19.html
Report NEP-ETS-2020-10-19
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:
- Lukas Boer & Helmut Lütkepohl, 2020, "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1905.
- Yayi Yan & Jiti Gao & Bin Peng, 2020, "A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application," Papers, arXiv.org, number 2010.01492, Oct.
- Julien Royer, 2020, "Conditional asymmetry in ARCH($\infty$) models," Working Papers, Center for Research in Economics and Statistics, number 2020-21, Jul.
- Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 30899, Sep.
- Kasun Chandrarathna & Arman Edalati & AhmadReza Fourozan tabar, 2020, "Forecasting Short-term load using Econometrics time series model with T-student Distribution," Papers, arXiv.org, number 2009.13595, Sep.
- Mukherjee, Paramita & Coondoo, Dipankor & Lahiri, Poulomi, 2019, "Forecasting Hourly Prices in Indian Spot Electricity Market," MPRA Paper, University Library of Munich, Germany, number 103161.
- Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
- Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
- Item repec:bof:bofitp:2020_022 is not listed on IDEAS anymore
- Nissilä, Wilma, 2020, "Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland," BoF Economics Review, Bank of Finland, number 7/2020.