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Report NEP-ETS-2021-11-01
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:
- Peter C.B. Phillips, 2021, "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2304, Oct.
- Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
- Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
- Tommaso Proietti & Federico Maddanu, 2021, "Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process," CEIS Research Paper, Tor Vergata University, CEIS, number 518, Oct, revised 19 Oct 2021.
- Peter C.B. Phillips, 2021, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2303, Oct.
- Abhishek K. Umrawal & Joshua C. C. Chan, 2021, "On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints," Papers, arXiv.org, number 2110.12149, Oct, revised Feb 2023.
- Alessandra Luati & Francesca Papagni & Tommaso Proietti, 2021, "Efficient Nonparametric Estimation of Generalized Autocovariances," CEIS Research Paper, Tor Vergata University, CEIS, number 515, Oct, revised 14 Oct 2021.