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Report NEP-ETS-2023-08-21
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:
- del Barrio Castro, Tomás & Osborn, Denise R., 2023, "Periodic Integration and Seasonal Unit Roots," MPRA Paper, University Library of Munich, Germany, number 117935, revised 2023.
- Takamitsu Kurita & Mototsugu Shintani, 2023, "Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1216, Jun.
- James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2023, "Stationarity with Occasionally Binding Constraints," Papers, arXiv.org, number 2307.06190, Jul, revised Feb 2025.
- Cees Diks & Bram Wouters, 2023, "Noise reduction for functional time series," Papers, arXiv.org, number 2307.02154, Jul.
- Yoshihiro Yajima & Yasumasa Matsuda, 2023, "Gaussian semiparametric estimation Gaussian semiparametric estimation of two-dimensional intrinsically stationary random fields," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 136, Jul.
- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2023, ""Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202309, Jul, revised Jul 2023.
- Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2023, "Random Subspace Local Projections," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-34, Jul.
- Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023, "Robust Impulse Responses using External Instruments: the Role of Information," Papers, arXiv.org, number 2307.06145, Jul.
- Bram van Os, 2023, "Information-Theoretic Time-Varying Density Modeling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-037/III, Jun.