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Report NEP-ETS-2021-01-04
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:
- Item repec:ehu:biltok:48980 is not listed on IDEAS anymore
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Spurious relationships in high dimensional systems with strong or mild persistence," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 31553, Dec.
- J. Eduardo Vera-Valdés, 2020, "Temperature Anomalies, Long Memory, and Aggregation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-16, Dec.
- Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira da Veiga, María Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 31648, Dec.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 31554, Dec.
- Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020, "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-19, Dec.
- David Carl & Christian Ewerhart, 2020, "Ethereum gas price statistics," ECON - Working Papers, Department of Economics - University of Zurich, number 373, Dec.
- Michael W. McCracken, 2020, "Tests of Conditional Predictive Ability: Existence, Size, and Power," Working Papers, Federal Reserve Bank of St. Louis, number 2020-050, Dec, DOI: 10.20955/wp.2020.050.
- Item repec:rim:rimwps:20-27 is not listed on IDEAS anymore
- Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 31555, Dec.
- Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020, "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202021, Dec, revised Dec 2020.