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Report NEP-ETS-2023-12-18
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:
- Silvia Goncalves & Michael W. McCracken & Yongxu Yao, 2023, "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers, Federal Reserve Bank of St. Louis, number 2023-029, Nov, revised 03 Sep 2024, DOI: 10.20955/wp.2023.029.
- Andrea Renzetti, 2023, "Theory coherent shrinkage of Time-Varying Parameters in VARs," Papers, arXiv.org, number 2311.11858, Nov, revised Nov 2024.
- Xitai Yu, 2023, "Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting," Papers, arXiv.org, number 2311.10759, Nov.
- Martin Winistorfer & Ivan Zhdankin, 2023, "Measure of Dependence for Financial Time-Series," Papers, arXiv.org, number 2311.12129, Nov.
- Yingjie Feng, 2023, "Optimal Estimation of Large-Dimensional Nonlinear Factor Models," Papers, arXiv.org, number 2311.07243, Nov.
- Gadea Rivas, María Dolores & Gonzalo, Jesús & Ramos, Andrey, 2023, "Trends in temperature data: micro-foundations of their nature," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 39045, Dec.