Report NEP-ETS-2017-08-13

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Christopher Baum & Jesús Otero, 2017. "Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test," 2017 Stata Conference 7, Stata Users Group.
• Luca Barbaglia & Christophe Croux & Ines Wilms, 2017. "Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach," Papers 1708.02073, arXiv.org.
• Ruben Crevits & Christophe Croux, 2017. "Forecasting using robust exponential smoothing with damped trend and seasonal components," Working Papers of Department of Decision Sciences and Information Management, Leuven 588812, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Ruben Crevits & Christophe Croux, 2017. "Robust estimation of linear state space models," Working Papers of Department of Decision Sciences and Information Management, Leuven 588734, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.