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Report NEP-ETS-2021-01-11
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:
- Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2020, "Machine Learning Advances for Time Series Forecasting," Papers, arXiv.org, number 2012.12802, Dec, revised Apr 2021.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202101, Jan.
- Sayar Karmakar & Stefan Richter & Wei Biao Wu, 2020, "Simultaneous inference for time-varying models," Papers, arXiv.org, number 2011.13157, Nov, revised Mar 2021.
- Hafner, Christian & Herwartz, Helmut, 2020, "Dynamic score driven independent component analysis," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020031, Jan.
- D.S.G. Pollock & Emi Mise, , "The Cholesky Decomposition of a Toeplitz Matrix and a Wiener-Kolmogorov Filter for Seasonal Adjustment," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 20/01.
- Matteo Iacopini & Carlo R. M. A. Santagiustina, 2020, "Filtering the intensity of public concern from social media count data with jumps," Papers, arXiv.org, number 2012.13267, Dec.
- Delouille, Véronique & Lefèvre, Laure & Mathieu, Sophie & Ritter, Christian & von Sachs, Rainer, 2020, "Nonparametric robust monitoring of time series panel data," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020030, Jan.
- Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021, "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202101, Jan, revised Jan 2021.
- Jingwei Pan, 0000, "Evaluating Correlation Forecasts Under Asymmetric Loss," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 11413234.