Report NEP-ETS-2024-11-25

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:

• Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza, 2024. "A GARCH model with two volatility components and two driving factors," Papers 2410.14585, arXiv.org.
• Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org.
• Sylvia Kaufmann & Markus Pape, 2024. "A geometric approach to factor model identification," Working Papers 24.06, Swiss National Bank, Study Center Gerzensee.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024. "A Note on AIC and TIC for Model Selection," Working Papers 202420, University of Macau, Faculty of Business Administration.