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Report NEP-ETS-2023-06-26
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:
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023, "Band-Pass Filtering with High-Dimensional Time Series," Papers, arXiv.org, number 2305.06618, May.
- Xin Jing & Jin Seo Cho, 2023, "Forecasting the Confirmed COVID-19 Cases Using Modal Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-217, Jun.
- François-Éric Racicota & David Tessierc, 2023, "On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note," Working Papers, Department of Research, Ipag Business School, number 2023-001, Jun.
- Hafner, Christian M. & Herwartz, Helmut & Wang, Shu, 2023, "Causal inference with (partially) independent shocks and structural signals on the global crude oil market," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023004, Jan.
- Samuel N. Cohen & Giulia Mantoan & Lars Nesheim & 'Aureo de Paula & Arthur Turrell & Lingyi Yang, 2023, "Nowcasting using regression on signatures," Papers, arXiv.org, number 2305.10256, May, revised Dec 2025.
- Jie Wei & Yonghui Zhang, 2023, "Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?," Papers, arXiv.org, number 2305.05934, May, revised Nov 2024.
- Sauvenier, Mathieu & Van Bellegem, Sébastien, 2023, "Goodness-of-fit test in high-dimensional linear sparse models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023008, Mar.
- Pesaran, M. H. & Yang, L., 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2342, Jun.