Printed from https://ideas.repec.org/n/nep-ets/2023-11-20.html
Report NEP-ETS-2023-11-20
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:
- Matteo Barigozzi & Marc Hallin, 2023, "Dynamic Factor Models: a Genealogy," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2023-15, Oct.
- Sahil Teymurzade & Robert Ślepaczuk, 2023, "Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-27.
- Joshua Chan, 2023, "BVARs and Stochastic Volatility," Papers, arXiv.org, number 2310.14438, Oct.
- Martin Magris & Alexandros Iosifidis, 2023, "Variational Inference for GARCH-family Models," Papers, arXiv.org, number 2310.03435, Oct.
- Puwasala Gamakumara & Edgar Santos-Fernandez & Priyanga Dilini Talagala & Rob J Hyndman & Kerrie Mengersen & Catherine Leigh, 2023, "Conditional Normalization in Time Series Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/23.
- George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023, "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/23.
- Dimitris Christopoulos & Peter McAdam & Elias Tzavalis, 2023, "Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 23-09, Jul, DOI: 10.18651/RWP2023-09.
- Juan Tenorio & Wilder Pérez, 2023, "GDP nowcasting with Machine Learning and Unstructured Data to Peru," Working Papers, Peruvian Economic Association, number 197, Nov.
- Xin Du & Kai Moriyama & Kumiko Tanaka-Ishii, 2023, "Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation," Papers, arXiv.org, number 2310.14536, Oct.