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Report NEP-ETS-2022-09-26
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:
- Marc Hallin & Hang Liu, 2022, "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-27, Aug.
- Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," Staff Working Papers, Bank of Canada, number 22-38, Sep, DOI: 10.34989/swp-2022-38.
- Poon, Aubrey & Zhu, Dan, 2022, "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers, Örebro University, School of Business, number 2022:11, Sep.
- Tobias Wand & Martin He{ss}ler & Oliver Kamps, 2022, "Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data," Papers, arXiv.org, number 2208.14106, Aug, revised Mar 2023.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022, "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers, Federal Reserve Bank of Cleveland, number 22-25, Aug, DOI: 10.26509/frbc-wp-202225.