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Report NEP-ETS-2023-10-30
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:
- Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023, "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-13, Sep, DOI: 10.29338/wp2023-13.
- Leo Krippner, 2023, "Estimating and Applying Autoregression Models via Their Eigensystem Representation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-47, Oct.
- Pesaran, M. H. & Yang, L., 2023, "Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2364, Oct.
- Fabio Vanni & David Lambert, 2023, "A detection analysis for temporal memory patterns at different time-scales," Papers, arXiv.org, number 2309.12034, Sep.
- Christian Bongiorno & Damien Challet, 2023, "Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS," Papers, arXiv.org, number 2309.17219, Sep.