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Report NEP-ETS-2023-01-16
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin 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:
- Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022, "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2273, Dec.
- Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2022, "Boosting the HP Filter for Trending Time Series with Long Range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2347, Aug.
- Miguel Cabello, 2022, "Robust Estimation of the non-Gaussian Dimension in Structural Linear Models," Papers, arXiv.org, number 2212.07263, Dec, revised Sep 2023.
- Mboya, Mwasi & Sibbertsen, Philipp, 2022, "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-705, Dec.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Specification tests for non-Gaussian structural vector autoregressions," Working Papers, CEMFI, number wp2022_2212, Dec.
- Andrii Babii & Eric Ghysels & Junsu Pan, 2022, "Tensor PCA for Factor Models," Papers, arXiv.org, number 2212.12981, Dec, revised Mar 2025.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022, "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers, arXiv.org, number 2212.03471, Dec, revised Jul 2023.