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Report NEP-ETS-2021-07-12
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:
- Jamie L. Cross & Chenghan Hou & Gary Koop, 2021, "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2021, Jun.
- Szymon Lis & Marcin Chlebus, 2021, "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-11.
- Philipp Otto & Wolfgang Schmid, 2021, "Generalized Spatial and Spatiotemporal ARCH Models," Papers, arXiv.org, number 2106.10477, Jun.
- Søren Johansen & Anders Ryghn Swensen, 2021, "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-10, Jul.
- Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021, "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 409, May, revised 08 Nov 2023, DOI: 10.24149/gwp409r2.
- Francesca Lilla, 2021, "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1336, Jun.
- Anastasiou, Andreas & Fryzlewicz, Piotr, 2022, "Detecting multiple generalized change-points by isolating single ones," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110258, Feb.
- Item repec:cam:camdae:2150 is not listed on IDEAS anymore