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