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Report NEP-ETS-2022-09-12
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:
- Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022, "Power of unit root tests against nonlinear and noncausal alternatives," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-14.
- Webel, Karsten, 2022, "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers, Deutsche Bundesbank, number 31/2022.
- Giuseppe Cavaliere & Thomas Mikosch & Anders Rahbek & Frederik Vilandt, 2022, "The Econometrics of Financial Duration Modeling," Papers, arXiv.org, number 2208.02098, Aug, revised Dec 2022.
- Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji, 2022, "A Hawkes model with CARMA(p,q) intensity," Papers, arXiv.org, number 2208.02659, Aug, revised Aug 2022.
- Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers, Banco de España, number 2208, Mar.