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Report NEP-ETS-2022-11-07
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:
- Canepa, Alessandra, 2022, "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202211, Sep.
- Fengler, Matthias & Polivka, Jeannine, 2022, "Structural Volatility Impulse Response Analysis," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2211, Oct, revised Nov 2022.
- Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi, 2022, "Change point inference in high-dimensional regression models under temporal dependence," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022027, Sep.
- Lukas Hoesch & Adam Lee & Geert Mesters, 2022, "Robust inference for non-Gaussian SVAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1847, Oct.
- Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Papers, arXiv.org, number 2210.07154, Oct.
- Lambert, Philippe & Gressani, Oswaldo, 2022, "Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022030, Oct.
- H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022, "Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation," Papers, arXiv.org, number 2210.06217, Oct.