Report NEP-ETS-2023-07-10

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:

• Jiti Gao & Bin Peng & Yayi Yan, 2023. "Time-Varying Vector Error-Correction Models: Estimation and Inference," Papers 2305.17829, arXiv.org.
• Giovanni Ballarin, 2023. "Impulse Response Analysis of Structural Nonlinear Time Series Models," Papers 2305.19089, arXiv.org, revised Jun 2024.
• Christian Holberg & Susanne Ditlevsen, 2023. "Uniform Inference for Cointegrated Vector Autoregressive Processes," Papers 2306.03632, arXiv.org, revised Dec 2023.
• Haiqi Li Author-Name-First: Haiqi & Jing Zhang & Chaowen Zheng, 2023. "Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression," Economics Discussion Papers em-dp2023-07, Department of Economics, University of Reading.
• Christian Gourieroux & Quinlan Lee, 2023. "Nonlinear Impulse Response Functions and Local Projections," Papers 2305.18145, arXiv.org.
• Eiji Kurozumi & Anton Skrobotov, 2023. "Improving the accuracy of bubble date estimators under time-varying volatility," Papers 2306.02977, arXiv.org.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023. "Inference for Local Projections," Papers 2306.03073, arXiv.org, revised Aug 2024.
• Andrew J. Patton & Yasin Simsek, 2023. "Generalized Autoregressive Score Trees and Forests," Papers 2305.18991, arXiv.org.