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Report NEP-ETS-2020-04-27
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:
- Guy Melard, 2020, "An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-10, Apr.
- Bhandari, Avishek, 2020, "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper, University Library of Munich, Germany, number 99653, Apr.
- Travis J. Berge, 2020, "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-012r1, Feb, revised 14 Apr 2021, DOI: 10.17016/FEDS.2020.012r1.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2020, "Modelling Non-stationary 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 905, Apr.
- André Klein & Guy Melard, 2020, "Invertibility Condition of the Fisher Information Matrix of a VARMAX Process and the Tensor Sylvester Matrix," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-11, Apr.
- Oezer Karagedikli & Ole Rummel, 2020, "Weighing up the Credit-to-GDP gap: A cautionary note," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202022.
- Elma Hasanovic, 2020, "Forecasting inflation in Bosnia and Herzegovina," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2020, Feb.