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Report NEP-ETS-2021-03-22
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:
- Tommaso Proietti & Diego J. Pedregal, 2021, "Seasonality in High Frequency Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 508, Mar, revised 11 Mar 2021.
- Harvey, A. & Palumbo, D., 2021, "Regime switching models for directional and linear observations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2123, Mar.
- Item repec:rim:rimwps:21-05 is not listed on IDEAS anymore
- Gabriele Fiorentini & Enrique Sentana, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers, CEMFI, number wp2020_2023, Oct.
- Yuefeng Han & Rong Chen & Cun-Hui Zhang & Qiwei Yao, 2021, "Simultaneous Decorrelation of Matrix Time Series," Papers, arXiv.org, number 2103.09411, Mar, revised Oct 2022.
- Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2021, "Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs," Papers, arXiv.org, number 2103.04944, Mar, revised Feb 2022.
- Alessia Paccagnini & Fabio Parla, 2021, "Identifying high-frequency shocks with Bayesian mixed-frequency VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-26, Feb.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2021, "Nowcasting 'true' monthly US GDP during the pandemic," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-14, Jan.
- Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers, The George Washington University, The Center for Economic Research, number 2021-001, Mar.
- Barend Abeln & Jan P.A.M. Jacobs, 2021, "COVID-19 and seasonal adjustment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-23, Feb.