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Report NEP-ETS-2023-07-10
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:
- Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers, arXiv.org, number 2305.17829, May.
- Giovanni Ballarin, 2023, "Impulse Response Analysis of Structural Nonlinear Time Series Models," Papers, arXiv.org, number 2305.19089, May, revised Jun 2025.
- Christian Holberg & Susanne Ditlevsen, 2023, "Uniform Inference for Cointegrated Vector Autoregressive Processes," Papers, arXiv.org, number 2306.03632, Jun, revised Dec 2023.
- Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023, "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-07, Jun.
- Christian Gourieroux & Quinlan Lee, 2023, "Nonlinear Impulse Response Functions and Local Projections," Papers, arXiv.org, number 2305.18145, May, revised Aug 2025.
- Eiji Kurozumi & Anton Skrobotov, 2023, "Improving the accuracy of bubble date estimators under time-varying volatility," Papers, arXiv.org, number 2306.02977, Jun.
- Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023, "Inference for Local Projections," Papers, arXiv.org, number 2306.03073, Jun, revised Aug 2024.
- Andrew J. Patton & Yasin Simsek, 2023, "Generalized Autoregressive Score Trees and Forests," Papers, arXiv.org, number 2305.18991, May.