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Report NEP-ETS-2021-04-19
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:
- Kadir Özen & Dilem Yıldırım, 2021, "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2101, Apr, revised Apr 2021.
- Andreas Joseph & Eleni Kalamara & George Kapetanios & Galina Potjagailo & Chiranjit Chakraborty, 2021, "Forecasting UK inflation bottom up," Bank of England working papers, Bank of England, number 915, Mar.
- Harvey, A., 2021, "Score-driven time series models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2133, Apr.
- Christian M. Dahl & Emil N. S{o}rensen, 2021, "Time Series (re)sampling using Generative Adversarial Networks," Papers, arXiv.org, number 2102.00208, Jan.
- Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021, "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper, University Library of Munich, Germany, number 107180, Apr.
- Simon Freyaldenhoven, 2021, "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers, Federal Reserve Bank of Philadelphia, number 21-15, Apr, DOI: 10.21799/frbp.wp.2021.15.
- Claudio Morana, 2021, "A new macro-financial condition index for the euro area," Working Papers, University of Milano-Bicocca, Department of Economics, number 467, Apr, revised Sep 2021.
- Gareth Liu-Evans, 2021, "Improving the Estimation and Predictions of Small Time Series Models," Working Papers, University of Liverpool, Department of Economics, number 202106, Jan.
- Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021, "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-03, Apr.
- Shalini Sharma & Víctor Elvira & Emilie Chouzenoux & Angshul Majumdar, 2021, "Recurrent Dictionary Learning for State-Space Models with an Application in Stock Forecasting," Post-Print, HAL, number hal-03184841.