Printed from https://ideas.repec.org/n/nep-ets/2021-11-29.html
Report NEP-ETS-2021-11-29
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:
- Vito Polito & Yunyi Zhang, 2021, "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," CESifo Working Paper Series, CESifo, number 9395.
- Sepideh Mosaferi & Mark S. Kaiser, 2021, "Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory," Papers, arXiv.org, number 2111.00972, Nov, revised Jan 2025.
- Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.