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Report NEP-ETS-2022-06-20
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:
- Loïc Cantin & Christian Francq & Jean-Michel Zakoïan, 2022, "Estimating dynamic systemic risk measures," Working Papers, Center for Research in Economics and Statistics, number 2022-11, Jan.
- Wichert, Oliver, 2022, "Unit-Root tests in high-dimensional panels," Other publications TiSEM, Tilburg University, School of Economics and Management, number f926ab90-382b-4aa5-9532-8.
- Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2022, "When Do State-Dependent Local Projections Work?," Working Papers, Federal Reserve Bank of Dallas, number 2205, May, DOI: 10.24149/wp2205.
- Reisenhofer, Rafael & Bayer, Xandro & Hautsch, Nikolaus, 2022, "HARNet: A convolutional neural network for realized volatility forecasting," CFS Working Paper Series, Center for Financial Studies (CFS), number 680.
- Urga, Giovanni & Wang, Fa, 2022, "Estimation and inference for high dimensional factor model with regime switching," MPRA Paper, University Library of Munich, Germany, number 113172, May.
- Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022, "Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/10, May.
- Silvia Miranda Agrippino & Giovanni Ricco, 2022, "Identification with external instruments in structural VARs," Bank of England working papers, Bank of England, number 973, Apr.