Report NEP-ETS-2023-12-18

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:

• Silvia Goncalves & Michael W. McCracken & Yongxu Yao, 2023. "Bootstrapping out-of-sample predictability tests with real-time data," Working Papers 2023-029, Federal Reserve Bank of St. Louis, revised 03 Sep 2024.
• Andrea Renzetti, 2023. "Theory coherent shrinkage of Time-Varying Parameters in VARs," Papers 2311.11858, arXiv.org, revised Nov 2024.
• Xitai Yu, 2023. "Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting," Papers 2311.10759, arXiv.org.
• Martin Winistorfer & Ivan Zhdankin, 2023. "Measure of Dependence for Financial Time-Series," Papers 2311.12129, arXiv.org.
• Yingjie Feng, 2023. "Optimal Estimation of Large-Dimensional Nonlinear Factor Models," Papers 2311.07243, arXiv.org.
• Gadea Rivas, María Dolores & Ramos, Andrey, 2023. "Trends in temperature data: micro-foundations of their nature," UC3M Working papers. Economics 39045, Universidad Carlos III de Madrid. Departamento de Economía.