Report NEP-ETS-2017-10-22

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:

• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2019. "Adaptive Inference In Heteroskedastic Fractional Time Series Models," Working Paper 1390, Economics Department, Queen's University.
• Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
• Kasun Bandara & Christoph Bergmeir & Slawek Smyl, 2017. "Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering Approach," Papers 1710.03222, arXiv.org, revised Sep 2018.
• Pedersen, Rasmus Søndergaard, 2017. "Robust inference in conditionally heteroskedastic autoregressions," MPRA Paper 81979, University Library of Munich, Germany.