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Report NEP-ETS-2023-04-10
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:
- Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023, "A Sufficient Statistical Test for Dynamic Stability," MPRA Paper, University Library of Munich, Germany, number 116684, Mar.
- Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers, arXiv.org, number 2303.10117, Mar, revised Mar 2024.
- Elliot Beck & Gianluca De Nard & Michael Wolf, 2023, "Improved inference in financial factor models," ECON - Working Papers, Department of Economics - University of Zurich, number 430, Mar.
- Jing Xie, 2023, "Identifying Optimal Indicators and Lag Terms for Nowcasting Models," IMF Working Papers, International Monetary Fund, number 2023/045, Mar.