Report NEP-ETS-2020-02-17

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:

• Franses, Ph.H.B.F., 2019. "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers EI2020-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Katsuya Ito & Kei Nakagawa, 2020. "NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data," Papers 2002.00724, arXiv.org.
• Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mohitosh Kejriwal & Xuewen Yu, 2019. "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers 1318, Purdue University, Department of Economics.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
• Yao Rao & Brendan McCabe, 2018. "Structural Change and the Problem of Phantom Break Locations," Working Papers 20185, University of Liverpool, Department of Economics.
• Christian Pinshi, 2020. "Rethinking error correction model in macroeconometric analysis : A relevant review," Working Papers hal-02454971, HAL.
• Amit Tewari, 2020. "Forecasting NIFTY 50 benchmark Index using Seasonal ARIMA time series models," Papers 2001.08979, arXiv.org.
• Blazejowski, Marcin & Kwiatkowski, Jacek, 2020. "Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl," MPRA Paper 98387, University Library of Munich, Germany.