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Report NEP-ETS-2024-06-10
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:
- Donald W. K. Andrews & Ming Li, 2024, "Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2389, May.
- Lajos Horvath & Lorenzo Trapani & Shixuan Wang, 2024, "Sequential monitoring for explosive volatility regimes," Papers, arXiv.org, number 2404.17885, Apr.
- Daichi Hiraki & Siddhartha Chib & Yasuhiro Omori, 2024, "Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler," Papers, arXiv.org, number 2404.13986, Apr, revised Nov 2024.