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Report NEP-ETS-2022-03-14
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:
- Mikio Ito, 2022, "Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique," Papers, arXiv.org, number 2202.02988, Feb.
- Christis Katsouris, 2022, "Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models," Papers, arXiv.org, number 2202.00141, Jan, revised Feb 2022.
- Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.
- José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2021, "SVAR Identification From Higher Moments: Has the Simultaneous Causality Problem Been Solved?," Working Papers, Princeton University. Economics Department., number 2021-24, Aug.