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Report NEP-ETS-2022-05-02
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:
- Jun Lu & Shao Yi, 2022, "Reducing overestimating and underestimating volatility via the augmented blending-ARCH model," Papers, arXiv.org, number 2203.12456, Mar.
- Aknouche, Abdelhakim & Scotto, Manuel, 2022, "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper, University Library of Munich, Germany, number 112475, Mar.
- Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2022, "On Robust Inference in Time Series Regression," Papers, arXiv.org, number 2203.04080, Mar, revised May 2024.