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Report NEP-ETS-2023-01-02
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:
- Guljanov, Gaygysyz & Mutschler, Willi & Trede, Mark, 2022, "Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve," Dynare Working Papers, CEPREMAP, number 78, Dec.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.
- Alain Hecq & Daniel Velasquez-Gaviria, 2022, "Spectral estimation for mixed causal-noncausal autoregressive models," Papers, arXiv.org, number 2211.13830, Nov.
- Aryan Bhambu & Arabin Kumar Dey, 2022, "Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network," Papers, arXiv.org, number 2211.13915, Nov.
- Linda Boudjemila & Alexander Bobyl & Vadim Davydov & Vladislav Malyshkin, 2022, "On a Moving Average with Internal Degrees of Freedom," Papers, arXiv.org, number 2211.14075, Nov.
- Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022, "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series, European Central Bank, number 2754, Dec.