Printed from https://ideas.repec.org/n/nep-ets/2020-12-14.html
Report NEP-ETS-2020-12-14
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:
- Frédérique Bec & Alain Guay, 2020, "A simple unit root test consistent against any stationary alternative," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-10.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020, "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2020-11, Nov.
- Zhaoxing Gao & Ruey S. Tsay, 2020, "A Two-Way Transformed Factor Model for Matrix-Variate Time Series," Papers, arXiv.org, number 2011.09029, Nov.
- Srijan Sood & Zhen Zeng & Naftali Cohen & Tucker Balch & Manuela Veloso, 2020, "Visual Time Series Forecasting: An Image-driven Approach," Papers, arXiv.org, number 2011.09052, Nov, revised Nov 2021.
- Dong Jin Lee & Tae-Hwan Kim & Paul Mizen, 2020, "Impulse response analysis in conditional quantile models with an application to monetary policy," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2020/08.
- Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics, University of Munich, Department of Economics, number 74306, Nov.
- Won-Ki Seo, 2020, "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers, arXiv.org, number 2011.12781, Nov, revised Apr 2023.