Printed from https://ideas.repec.org/n/nep-ets/2022-03-21.html
Report NEP-ETS-2022-03-21
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:
- Mikkel Plagborg-Møller & Christian K. Wolf, 2020, "Local Projections and VARs Estimate the Same Impulse Responses," Working Papers, Princeton University. Economics Department., number 2020-16, Oct.
- Ulrich K. Müller & Mark W. Watson, 2020, "Low-Frequency Analysis of Economic Time Series," Working Papers, Princeton University. Economics Department., number 2020-13, Sep.
- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 1-2022, Feb.
- Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2022, "Bonferroni Type Tests for Return Predictability and the Initial Condition," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 32447, Mar.
- Gabriel Borrageiro, 2022, "Sequential asset ranking in nonstationary time series," Papers, arXiv.org, number 2202.12186, Feb, revised Oct 2022.