Printed from https://ideas.repec.org/n/nep-ets/2021-05-31.html
Report NEP-ETS-2021-05-31
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:
- Giuseppe Cavaliere & Indeewara Perera & Anders Rahbek, 2021, "Specification tests for GARCH processes," Discussion Papers, University of Copenhagen. Department of Economics, number 21-06, 05.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
- Sandoval Paucar, Giovanny, 2021, "A Conditional Correlation Analysis For The Colombian Stock Market," MPRA Paper, University Library of Munich, Germany, number 107963, May.
- Martin Bruns & Helmut Luetkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-04, May.
- Jiang, Peiyun & Kurozumi, Eiji, 2021, "A new test for common breaks in heterogeneous panel data models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-107, May.
- VINTU, Denis, 2021, "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper, University Library of Munich, Germany, number 107603, Apr, revised 11 Feb 2021.