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Report NEP-ETS-2024-03-11
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:
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16b, Feb, DOI: 10.29338/wp2022-16b.
- Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer, 2024, "Nowcasting with Mixed Frequency Data Using Gaussian Processes," Papers, arXiv.org, number 2402.10574, Feb, revised Sep 2024.
- James D. Hamilton & Xinwei Ma & Jin Xi, 2024, "Principal Component Analysis for a Mix of Stationary and Nonstationary Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 32068, Jan.