Printed from https://ideas.repec.org/n/nep-ets/2021-05-17.html
Report NEP-ETS-2021-05-17
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:
- Tingguo Zheng & Han Xiao & Rong Chen, 2021, "Generalized Autoregressive Moving Average Models with GARCH Errors," Papers, arXiv.org, number 2105.05532, May.
- Silva Lopes, Artur C., 2021, "Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test," MPRA Paper, University Library of Munich, Germany, number 107676, Mar, revised 19 Mar 2021.
- Hauber, Philipp & Schumacher, Christian, 2021, "Precision-based sampling with missing observations: A factor model application," Discussion Papers, Deutsche Bundesbank, number 11/2021.
- Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021, "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 61, Apr.
- Geoffrey Ducournau, 2021, "Bayesian inference and superstatistics to describe long memory processes of financial time series," Papers, arXiv.org, number 2105.04171, May.
- Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021, "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series, European Central Bank, number 2543, May.