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Report NEP-ETS-2021-11-22
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:
- Francq, Christian & Zakoian, Jean-Michel, 2021, "Testing the existence of moments and estimating the tail index of augmented garch processes," MPRA Paper, University Library of Munich, Germany, number 110511.
- Yuefeng Han & Dan Yang & Cun-Hui Zhang & Rong Chen, 2021, "CP Factor Model for Dynamic Tensors," Papers, arXiv.org, number 2110.15517, Oct, revised Apr 2024.
- Leonardo N. Ferreira, 2021, "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series, Central Bank of Brazil, Research Department, number 559, Nov.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021, "Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata," Papers, arXiv.org, number 2110.14550, Oct, revised Jan 2025.
- Máximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2021, "An automatic algorithm to date the reference cycle of the Spanish economy," Working Papers, Banco de España, number 2139, Nov.
- Graziano Moramarco, 2021, "Regime-Switching Density Forecasts Using Economists' Scenarios," Papers, arXiv.org, number 2110.13761, Oct, revised Feb 2024.
- Lingxiao Huang & K. Sudhir & Nisheeth Vishnoi, 2021, "Coresets for Time Series Clustering," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2310, Nov.
- Pratha Khandelwal & Philip Nadler & Rossella Arcucci & William Knottenbelt & Yi-Ke Guo, 2021, "A Scalable Inference Method For Large Dynamic Economic Systems," Papers, arXiv.org, number 2110.14346, Oct.