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Report NEP-ETS-2024-11-25
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:
- Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza, 2024, "A GARCH model with two volatility components and two driving factors," Papers, arXiv.org, number 2410.14585, Oct.
- Christopher D. Walker, 2024, "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers, arXiv.org, number 2410.16017, Oct, revised Mar 2026.
- Sylvia Kaufmann & Markus Pape, 2024, "A geometric approach to factor model identification," Working Papers, Swiss National Bank, Study Center Gerzensee, number 24.06, Nov.
- Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.