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Report NEP-ETS-2022-10-03
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:
- Joshua C. C. Chan, 2022, "Comparing Stochastic Volatility Specifications for Large Bayesian VARs," Papers, arXiv.org, number 2208.13255, Aug.
- Etienne Wijler, 2022, "A restricted eigenvalue condition for unit-root non-stationary data," Papers, arXiv.org, number 2208.12990, Aug.
- Qihui Chen, 2022, "A Unified Framework for Estimation of High-dimensional Conditional Factor Models," Papers, arXiv.org, number 2209.00391, Sep, revised Dec 2025.
- Grivas, Charisios, 2021, "An Automatic Portmanteau Test For Nonlinear Dependence," MPRA Paper, University Library of Munich, Germany, number 114312, Dec, revised 22 Aug 2022.