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Report NEP-ETS-2021-03-29
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:
- Miranda Gualdrón, Karen Alejandra & Poncela, Pilar & Ruiz Ortega, Esther, 2021, "Dynamic factor models: does the specification matter?," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 32210, Mar.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 21-08R, Mar, revised 12 Jul 2022, DOI: 10.26509/frbc-wp-202108r.
- Javier Oliver Muncharaz, 2020, "Comparing classic time series models and the LSTM recurrent neural network: An application to S&P 500 stocks
[Comparativa de los models clásicos de series temporales con la red neuronal recurrente ," Post-Print, HAL, number hal-03149342, DOI: 10.46503/ZVBS2781. - David O. Lucca & Jonathan H. Wright, 2021, "Reasonable Seasonals? Seasonal Echoes in Economic Data after COVID-19," Liberty Street Economics, Federal Reserve Bank of New York, number 20210325, Mar.