Printed from https://ideas.repec.org/n/nep-ets/2024-03-04.html
Report NEP-ETS-2024-03-04
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:
- Chang, Jinyuan & Zhang, Henry & Yang, Lin & Yao, Qiwei, 2023, "Modelling matrix time series via a tensor CP-decomposition," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117644, Feb.
- Chaoyi Chen & Yiguo Sun & Yao Rao, 2023, "Threshold MIDAS Forecasting of Inflation Rate," Working Papers, University of Liverpool, Department of Economics, number 202314, Jul.
- E. Otranto, 2024, "A Vector Multiplicative Error Model with Spillover Effects and Co-movements," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202404.