Printed from https://ideas.repec.org/n/nep-ets/2023-10-16.html
Report NEP-ETS-2023-10-16
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:
- S. Yaser Samadi & Wiranthe B. Herath, 2023, "Reduced-rank Envelope Vector Autoregressive Models," Papers, arXiv.org, number 2309.12902, Sep.
- Christis Katsouris, 2023, "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers, arXiv.org, number 2308.13915, Aug.
- Mikihito Nishi, 2023, "Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions," Papers, arXiv.org, number 2309.04926, Sep, revised May 2024.
- Mario Forni & Luca Sala & Luca Gambetti & Davide Debortoli, 2023, "Asymmetric Monetary Policy Tradeoffs," Working Papers, Barcelona School of Economics, number 1404, Sep.
- Mihnea Constantinescu, 2023, "Sparse Warcasting," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2023, Sep, revised 02 Oct 2023.
- Chaudhuri, Saraswata & Renault, Eric, 2023, "Efficient estimation of regression models with user-specified parametric model for heteroskedasticty," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1473.
- Saman Banafti & Tae-Hwy Lee, 2023, "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers, University of California at Riverside, Department of Economics, number 202308, Sep.
- Martin Lettau, 2023, "High-Dimensional Factor Models and the Factor Zoo," NBER Working Papers, National Bureau of Economic Research, Inc, number 31719, Sep.
- Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023, "Identification Using Higher-Order Moments Restrictions," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-28, Aug, DOI: 10.21033/wp-2023-28.
- Tae-Hwy Lee & Tao Wang, 2023, "Estimation and Testing of Forecast Rationality with Many Moments," Working Papers, University of California at Riverside, Department of Economics, number 202307, Sep.
- Hao Hao & Tae-Hwy Lee, 2023, "Boosting GMM with Many Instruments When Some Are Invalid or Irrelevant," Working Papers, University of California at Riverside, Department of Economics, number 202309, Sep.
- Wojciech Victor Fulmyk, 2023, "Nonlinear Granger Causality using Kernel Ridge Regression," Papers, arXiv.org, number 2309.05107, Sep.