Report NEP-ETS-2022-05-30

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti issued this report. It is usually issued weekly.

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Other reports in NEP-ETS

The following items were announced in this report:

• Guohua Feng & Jiti Gao & Bin Peng, 2022. "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers 4/22, Monash University, Department of Econometrics and Business Statistics.
• Huiling Yuan & Guodong Li & Junhui Wang, 2022. "High-Frequency-Based Volatility Model with Network Structure," Papers 2204.12933, arXiv.org.
• Tassos Magdalinos & Katerina Petrova, 2022. "Uniform and distribution-free inference with general autoregressive processes," Economics Working Papers 1837, Department of Economics and Business, Universitat Pompeu Fabra.
• Liangjun Su & Thomas Tao Yang & Yonghui Zhang & Qiankun Zhou, 2022. "A One-Covariate-at-a-Time Method for Nonparametric Additive Models," Papers 2204.12023, arXiv.org, revised May 2024.
• Haroon Mumtaz & Michele Piffer, 2022. "Impulse response estimation via flexible local projections," Papers 2204.13150, arXiv.org.
• Isaiah Andrews & Anna Mikusheva, 2022. "GMM is Inadmissible Under Weak Identification," Papers 2204.12462, arXiv.org, revised May 2023.