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Report NEP-ETS-2022-12-12
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:
- Yiu Lim Lui & Peter C.B. Phillips & Jun Yu, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2022, Oct.
- Jianwei Jin & Keiji Nagai, 2022, "Sequential unit root test for first-order autoregressive processes with initial values," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1085, Nov.
- Greta Goracci & Davide Ferrari & Simone Giannerini & Francesco ravazzolo, 2022, "Robust estimation for Threshold Autoregressive Moving-Average models," Papers, arXiv.org, number 2211.08205, Nov.
- Kohtaro Hitomi & Jianwei Jin & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2022, "Unit root tests considering initial values and a concise method for computing powers," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1084, Nov.
- Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Working Papers, Federal Reserve Bank of Dallas, number 2223, Nov, DOI: 10.24149/wp2223.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022, "Cointegration with Occasionally Binding Constraints," Papers, arXiv.org, number 2211.09604, Nov, revised Sep 2025.
- Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
- Andrzej Kocięcki & Marcin Kolasa, 2022, "A solution to the global identification problem in DSGE models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-01.