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Report NEP-ETS-2021-09-27
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:
- Naoki Awaya & Yasuhiro Omori, 2021, "Particle Rolling MCMC with Double-Block Sampling ," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1175, Sep.
- Matthew Read, 2021, "Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions," Papers, arXiv.org, number 2109.10676, Sep, revised Jan 2022.
- Thorsten Drautzburg & Jonathan H. Wright, 2021, "Refining Set-Identification in VARs through Independence," Working Papers, Federal Reserve Bank of Philadelphia, number 21-31, Sep, DOI: 10.21799/frbp.wp.2021.31.
- Yaya, OlaOluwa S & Vo, Xuan Vinh & Olayinka, Hammed Abiola, 2021, "Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," MPRA Paper, University Library of Munich, Germany, number 109830, May.
- Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper, University Library of Munich, Germany, number 109828, Sep.
- Awolaja, Oladapo G. & Yaya, OlaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula & Joseph, Solomon O., 2021, "Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function," MPRA Paper, University Library of Munich, Germany, number 109831, Mar.
- Gilmar V. F. Santos & Lucas G. Cordeiro & Claudio A. Rojo & Edison L. Leismann, 2021, "A new look at the anthropogenic global warming consensus: an econometric forecast based on the ARIMA model of paleoclimate series," Papers, arXiv.org, number 2109.10419, Sep, revised Apr 2022.
- Item repec:kan:wpaper:202118 is not listed on IDEAS anymore