Report NEP-ETS-2023-04-10

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:

• Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "A Sufficient Statistical Test for Dynamic Stability," MPRA Paper 116684, University Library of Munich, Germany.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023. "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers 2303.10117, arXiv.org, revised Mar 2024.
• Elliot Beck & Gianluca De Nard & Michael Wolf, 2023. "Improved inference in financial factor models," ECON - Working Papers 430, Department of Economics - University of Zurich.
• Jing Xie, 2023. "Identifying Optimal Indicators and Lag Terms for Nowcasting Models," IMF Working Papers 2023/045, International Monetary Fund.