Report NEP-ETS-2022-04-25

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:

• Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022. "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers 2022-09, Center for Research in Economics and Statistics.
• Johannes Huber, 2022. "An Augmented Steady-State Kalman Filter to Evaluate the Likelihood of Linear and Time-Invariant State-Space Models," Discussion Paper Series 343, Universitaet Augsburg, Institute for Economics.
• Lin, Yingqian & Tu, Yundong & Yao, Qiwei, 2020. "Estimation for double-nonlinear cointegration," LSE Research Online Documents on Economics 103830, London School of Economics and Political Science, LSE Library.
• Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022. "Seasonal adjustment of daily data with CAMPLET," CIRANO Working Papers 2022s-06, CIRANO.
• Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis, 2022. "On Testing for Bubbles During Hyperinflations," Department of Economics Working Papers 2022_02, Universidad Torcuato Di Tella.
• Alessandro Casini, 2022. "Comment on Andrews (1991) “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation”," CEIS Research Paper 536, Tor Vergata University, CEIS, revised 02 Apr 2022.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2022. "A Modern Gauss-Markov Theorem? Really?," MPRA Paper 112185, University Library of Munich, Germany.