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Report NEP-ETS-2023-09-25
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:
- Christis Katsouris, 2023, "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers, arXiv.org, number 2308.16192, Aug.
- Christis Katsouris, 2023, "Quantile Time Series Regression Models Revisited," Papers, arXiv.org, number 2308.06617, Aug, revised Aug 2023.
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2023, "Highly Irregular Serial Correlation Tests," Working Papers, CEMFI, number wp2023_2302, May.
- Anna Mikusheva & Mikkel S{o}lvsten, 2023, "Linear Regression with Weak Exogeneity," Papers, arXiv.org, number 2308.08958, Aug, revised Jan 2024.
- Daniel Buncic & Adrian Pagan & Tim Robinson, 2023, "Recovering Stars in Macroeconomics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-43, Sep.
- Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023, "GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables," Papers, arXiv.org, number 2308.13346, Aug, revised Sep 2024.
- Junting Duan & Markus Pelger & Ruoxuan Xiong, 2023, "Target PCA: Transfer Learning Large Dimensional Panel Data," Papers, arXiv.org, number 2308.15627, Aug.
- Cameron Cornell & Lewis Mitchell & Matthew Roughan, 2023, "Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks," Papers, arXiv.org, number 2308.15769, Aug.
- Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023, "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers, arXiv.org, number 2308.13564, Aug, revised Oct 2023.