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Report NEP-ETS-2022-08-29
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:
- Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022, "Time-Varying Poisson Autoregression," Papers, arXiv.org, number 2207.11003, Jul.
- Nabil Kahouadji, 2022, "Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market data," Papers, arXiv.org, number 2207.04882, Jul, revised Jul 2022.
- Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2334, Jun.
- Peter C. B. Phillips, 2022, "Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2332, May.
- Anton Skrobotov, 2022, "Testing for explosive bubbles: a review," Papers, arXiv.org, number 2207.08249, Jul.
- Item repec:vuw:vuwecf:9473 is not listed on IDEAS anymore
- Gregory Benton & Wesley J. Maddox & Andrew Gordon Wilson, 2022, "Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes," Papers, arXiv.org, number 2207.06544, Jul.
- Clements, Adam & Vasnev, Andrey, 2021, "Forecast combination puzzle in the HAR model," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2021-01, Feb.
- Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022, "Density forecast comparison in small samples," Discussion Papers, Department of Economics, University of York, number 22/03, Jun.
- Peter C. B. Phillips, 2022, "An Econometrician amongst Statisticians: T. W. Anderson," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2333, Jun.