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Report NEP-ETS-2022-04-18
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:
- Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021, "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_06, Aug.
- Jérôme Trinh, 2022, "Disaggregation of very small time series with multiple endogenous partial structural breaks," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-10.
- Marko Mlikota & Frank Schorfheide, 2022, "Sequential Monte Carlo With Model Tempering," Papers, arXiv.org, number 2202.07070, Feb.
- Archil Gulisashvili, 2022, "Multivariate Stochastic Volatility Models and Large Deviation Principles," Papers, arXiv.org, number 2203.09015, Mar, revised Nov 2022.
- Pesaran, M. H. & Pick, A. & Timmermann, A., 2022, "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2219, Mar.