Report NEP-ETS-2019-09-30

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:

• Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019. "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP) dp-660, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Ali Charkhi & Gerda Claeskens, 2018. "Asymptotic post-selection inference for Akaike’s information criterion," Working Papers of Department of Decision Sciences and Information Management, Leuven 616160, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
• Pierrefeu, Alex, 2019. "A New Adaptive Moving Average (Vama) Technical Indicator For Financial Data Smoothing," MPRA Paper 94323, University Library of Munich, Germany.
• Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
• Mariano Kulish & Adrian Pagan, 2019. "Turning point and oscillatory cycles," CAMA Working Papers 2019-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Emanuel Kohlscheen & Jouchi Nakajima, 2019. "Steady-state growth," BIS Working Papers 812, Bank for International Settlements.