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Report NEP-ETS-2021-09-20
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:
- Reinhard Ellwanger, Stephen Snudden, 2021, "Predictability of Aggregated Time Series," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0127.
- Meenagh, David & Minford, Patrick & Wickens, Michael, 2021, "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/22, Sep.
- Yifei Cai & Jamel Saadaoui, 2021, "Fourier DF unit root test for R&D intensity of G7 countries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-34.
- Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021, "Evaluating forecast performance with state dependence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1800, Jul.
- Kaan Gokcesu & Hakan Gokcesu, 2021, "Nonparametric Extrema Analysis in Time Series for Envelope Extraction, Peak Detection and Clustering," Papers, arXiv.org, number 2109.02082, Sep.
- Hainaut, Donatien, 2021, "Moment generating function of non-Markov self-excited claims processes," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021028, Jul.