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Report NEP-ETS-2021-05-10
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:
- Nikolay Iskrev, 2021, "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w202105.
- Benjamin Poignard & Manabu Asai, 2021, "Estimation of High Dimensional Vector Autoregression via Sparse Precision Matrix," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-03, Apr.
- Christophe Chorro & Emmanuelle Jay & Philippe De Peretti & Thibault Soler, 2021, "Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21013, Apr.
- Bensalma, Ahmed, 2021, "An Eviews program to perform the fractional Dickey-Fuller test," MPRA Paper, University Library of Munich, Germany, number 107445, Apr.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021, "Economic predictions with big data: the illusion of sparsity," Working Paper Series, European Central Bank, number 2542, Apr.