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Report NEP-ETS-2022-07-25
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:
- Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Papers, arXiv.org, number 2206.00409, Jun.
- Robert Ambrisko, 2022, "Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/5, Jun.
- Sebastian Kripfganz & Daniel C. Schneider, 2022, "ardl: Estimating autoregressive distributed lag and equilibrium correction models," TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 18, Apr.
- Alexandros E. Milionis & Nikolaos G. Galanopoulos & Peter Hatzopoulos & Aliki Sagianou, 2022, "Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments," Working Papers, Bank of Greece, number 297, May, DOI: 10.52903/wp2022297.
- Ruiz-Gazen, Anne & Lopuhaä, Henrik Paul & Gares, Valérie, 2022, "S-estimation in Linear Models with Structured Covariance Matrices," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1343, Jun.
- Qiang Liu & Zhi Liu, 2022, "Estimating spot volatility under infinite variation jumps with dependent market microstructure noise," Papers, arXiv.org, number 2205.15738, May, revised Feb 2023.
- R. Vilela Mendes, 2022, "The fractional volatility model and rough volatility," Papers, arXiv.org, number 2206.02205, Jun.
- Daniel J. Lewis & Karel Mertens, 2022, "A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors," Working Papers, Federal Reserve Bank of Dallas, number 2208, Jun, revised 26 Sep 2024, DOI: 10.24149/wp2208r2.