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Report NEP-ETS-2022-01-10
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:
- Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
- Filippo Pellegrino, 2021, "Factor-augmented tree ensembles," Papers, arXiv.org, number 2111.14000, Nov, revised Jun 2023.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021, "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper, University Library of Munich, Germany, number 110954, Dec, revised 06 Dec 2021.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021, "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper, University Library of Munich, Germany, number 110899, Nov.
- Kumar Yashaswi, 2021, "Adaptive calibration of Heston Model using PCRLB based switching Filter," Papers, arXiv.org, number 2112.04576, Dec.
- Yuichi Goto & Tobias Kley & Ria Van Hecke & Stanislav Volgushev & Holger Dette & Marc Hallin, 2021, "The Integrated Copula Spectrum," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-29, Dec.