Printed from https://ideas.repec.org/n/nep-ets/2023-09-04.html
Report NEP-ETS-2023-09-04
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:
- Francesco Angelini & Massimiliano Castellani & Simone Giannerini & Greta Goracci, 2023, "Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes," Papers, arXiv.org, number 2308.00444, Aug.
- Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023, "Shadow-rate VARs," Discussion Papers, Deutsche Bundesbank, number 14/2023.
- Shahnaz Parsaeian, 2023, "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202308, Aug.