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Report NEP-ETS-2024-09-09
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:
- Simon Lloyd & Ed Manuel, 2024, "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers, Bank of England, number 1079, Aug.
- Shuping Shi & Jun Yu & Chen Zhang, 2024, "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers, University of Macau, Faculty of Business Administration, number 202416, Aug.
- Abdulnasser Hatemi-J, 2024, "Efficient Asymmetric Causality Tests," Papers, arXiv.org, number 2408.03137, Aug, revised Oct 2024.