Report NEP-ETS-2018-11-26

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti 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:

• Francis X. Diebold & Minchul Shin, 2017. "Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts," PIER Working Paper Archive 17-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Aug 2017.
• Markus Heinrich & Magnus Reif, 2018. "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series 273, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018. "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers 13171, C.E.P.R. Discussion Papers.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers 18-10, University of Copenhagen. Department of Economics.
• Xiaowei Zhang & Peter W. Glynn, 2018. "Affine Jump-Diffusions: Stochastic Stability and Limit Theorems," Papers 1811.00122, arXiv.org.
• Francis Vitek, 2018. "Accounting for Macrofinancial Fluctuations and Turbulence," IMF Working Papers 18/238, International Monetary Fund.
• Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Peter K. Friz & Paul Gassiat & Paolo Pigato, 2018. "Precise asymptotics: robust stochastic volatility models," Papers 1811.00267, arXiv.org, revised Nov 2020.
• Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia, 2018. "Asymptotically unbiased inference for a panel VAR model with p lags," Borradores de Economia 1059, Banco de la Republica de Colombia.
• Lui, Yiu Lim & Xiao, Weilin & Yu, Jun, 2018. "The Grid Bootstrap for Continuous Time Models," Economics and Statistics Working Papers 20-2018, Singapore Management University, School of Economics.