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Report NEP-ETS-2022-04-25
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:
- Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022, "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers, Center for Research in Economics and Statistics, number 2022-09, Mar.
- Johannes Huber, 2022, "An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 343, Apr.
- Lin, Yingqian & Tu, Yundong & Yao, Qiwei, 2020, "Estimation for double-nonlinear cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103830, May.
- Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022, "Seasonal adjustment of daily data with CAMPLET," CIRANO Working Papers, CIRANO, number 2022s-06, Apr.
- Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis, 2022, "On Testing for Bubbles During Hyperinflations," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_02, Feb.
- Alessandro Casini, 2022, "Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”," CEIS Research Paper, Tor Vergata University, CEIS, number 536, Apr, revised 02 Apr 2022.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2022, "A Modern Gauss-Markov Theorem? Really?," MPRA Paper, University Library of Munich, Germany, number 112185, Feb.