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Report NEP-ETS-2023-12-04
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:
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023, "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2023-04, Nov.
- Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023, "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_13, Nov.
- Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.
- Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023, "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 23-04, Nov, revised Nov 2023.
- David T. Frazier & Ryan Covey & Gael M. Martin & Donald S. Poskitt, 2023, "Solving the Forecast Combination Puzzle," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/23.
- Felix Chan & Laurent Pauwels, 2023, "Optimal Forecast Combination with Mean Absolute Error Loss," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-59, Nov.
- Carlo A. Favero & Ruben Fernandez-Fuertes, 2023, "Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23210.