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Report NEP-ETS-2022-02-14
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:
- Rituparna Sen & Anandamayee Majumdar & Shubhangi Sikaria, 2021, "Bayesian Testing Of Granger Causality In Functional Time Series," Papers, arXiv.org, number 2112.15315, Dec.
- Zongwu Cai & Seong Yeon Chang, 2022, "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202206, Feb, revised Feb 2202.
- Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
- Ollech, Daniel, 2021, "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 53/2021.
- Sven Otto & Nazarii Salish, 2022, "Approximate Factor Models for Functional Time Series," Papers, arXiv.org, number 2201.02532, Jan, revised Feb 2025.
- Traoré, Fousseini & Diop, Insa, 2021, "Unit root tests: Common pitfalls and best practices," AGRODEP technical notes, International Food Policy Research Institute (IFPRI), number TN-23.