Report NEP-ETS-2021-11-01

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti issued this report. It is usually issued weekly.

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Other reports in NEP-ETS

The following items were announced in this report:

• Peter C.B. Phillips, 2021. "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers 2304, Cowles Foundation for Research in Economics, Yale University.
• Yanbo Liu & Peter C.B. Phillips, 2021. "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers 2305, Cowles Foundation for Research in Economics, Yale University.
• Peter C.B. Phillips & Igor Kheifets, 2021. "On Multicointegration," Cowles Foundation Discussion Papers 2306, Cowles Foundation for Research in Economics, Yale University.
• Tommaso Proietti & Federico Maddanu, 2021. "Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process," CEIS Research Paper 518, Tor Vergata University, CEIS, revised 19 Oct 2021.
• Peter C.B. Phillips, 2021. "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers 2303, Cowles Foundation for Research in Economics, Yale University.
• Abhishek K. Umrawal & Joshua C. C. Chan, 2021. "On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints," Papers 2110.12149, arXiv.org, revised Feb 2023.
• Alessandra Luati & Francesca Papagni & Tommaso Proietti, 2021. "Efficient Nonparametric Estimation of Generalized Autocovariances," CEIS Research Paper 515, Tor Vergata University, CEIS, revised 14 Oct 2021.