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Report NEP-ETS-2022-10-03
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Joshua C. C. Chan, 2022. "Comparing Stochastic Volatility Specifications for Large Bayesian VARs," Papers 2208.13255, arXiv.org.
- Etienne Wijler, 2022. "A restricted eigenvalue condition for unit-root non-stationary data," Papers 2208.12990, arXiv.org.
- Qihui Chen, 2022. "A Unified Framework for Estimation of High-dimensional Conditional Factor Models," Papers 2209.00391, arXiv.org.
- Grivas, Charisios, 2021. "An Automatic Portmanteau Test For Nonlinear Dependence," MPRA Paper 114312, University Library of Munich, Germany, revised 22 Aug 2022.