Report NEP-ETS-2024-06-17
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.
Other reports in NEP-ETS
The following items were announced in this report:
- Item repec:udt:wpecon:2024_01 is not listed on IDEAS anymore
- Emanuele Bacchiocchi & Toru Kitagawa, 2024. "SVARs with breaks: Identification and inference," Papers 2405.04973, arXiv.org.
- Veldhuis, Sebastian & Wagner, Martin, 2024. "Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series 54, Institute for Advanced Studies.
- H. Peter Boswijk & Jun Yu & Yang Zu, 2024. "Testing for an Explosive Bubble using High-Frequency Volatility," Papers 2405.02087, arXiv.org.
- Battulga Gankhuu, 2024. "Bayesian Markov-Switching Vector Autoregressive Process," Papers 2404.11235, arXiv.org, revised May 2024.
- Savi Virolainen, 2024. "Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models," Papers 2404.19707, arXiv.org, revised Jun 2024.
- Joshua Brault, 2024. "Parallel Tempering for DSGE Estimation," Staff Working Papers 24-13, Bank of Canada.