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Report NEP-ETS-2023-03-13
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:
- Marina Friedrich & Luca Margaritella & Stephan Smeekes, 2023, "High-Dimensional Granger Causality for Climatic Attribution," Papers, arXiv.org, number 2302.03996, Feb, revised Jun 2024.
- Robert Adamek & Stephan Smeekes & Ines Wilms, 2023, "Sparse High-Dimensional Vector Autoregressive Bootstrap," Papers, arXiv.org, number 2302.01233, Feb, revised May 2025.
- Christis Katsouris, 2023, "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers, arXiv.org, number 2302.05193, Feb.
- Aisha Fayomi & Yannis Pantazis & Michail Tsagris & Andrew Wood, 2023, "Cauchy Robust Principal Component Analysis with Applications to High-Dimensional Data Sets," Working Papers, University of Crete, Department of Economics, number 2304, Feb.
- Saker Sabkha & Christian de Peretti, 2022, "On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market," Post-Print, HAL, number hal-01710398, Jan, DOI: 10.1142/9781786349507_0008.
- Michael Keane & Timothy Neal, 2022, "Instrument Strength in IV Estimation and Inference: A Guide to Theory and Practice," Discussion Papers, School of Economics, The University of New South Wales, number 2022-07, Nov.
- O’Connell, Martin & Smith, Howard & Thomassen, Øyvind, 2023, "A two sample size estimator for large data sets," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2023/1, Feb.