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Report NEP-ETS-2020-03-30
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2020, Feb.
- Sven Otto, 2020, "Unit Root Testing with Slowly Varying Trends," Papers, arXiv.org, number 2003.04066, Mar, revised Aug 2020.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2020, "Uniform Inference after Pretesting for Exogeneity," MPRA Paper, University Library of Munich, Germany, number 99243, Mar.
- Adrian Pagan & Tim Robinson, 2020, "Too many shocks spoil the interpretation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-28, Mar.
- Item repec:rim:rimwps:20-09 is not listed on IDEAS anymore
- Lutz Kilian & Xiaoqing Zhou, 2020, "The Econometrics of Oil Market VAR Models," Working Papers, Federal Reserve Bank of Dallas, number 2006, Mar, DOI: 10.24149/wp2006.
- Kiss, Tamás & Österholm, Pär, 2020, "Corona, Crisis and Conditional Heteroscedasticity," Working Papers, Örebro University, School of Business, number 2020:2, Mar.
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-5.
- Alexander J. McNeil, 2020, "Modelling volatile time series with v-transforms and copulas," Papers, arXiv.org, number 2002.10135, Feb, revised Jan 2021.
- Yoshimasa Uematsu & Takashi Yamagata, 2020, "Inference in Weak Factor Models," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1080, Mar.