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Report NEP-ETS-2024-03-18
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:
- Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
- Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series, CESifo, number 10941.
- Jooyoung Cha, 2024, "Local Projections Inference with High-Dimensional Covariates without Sparsity," Papers, arXiv.org, number 2402.07743, Feb, revised Oct 2024.
- Chotipong Charoensom, 2024, "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 217, Feb.
- Jungjun Choi & Ming Yuan, 2024, "High Dimensional Factor Analysis with Weak Factors," Papers, arXiv.org, number 2402.05789, Feb.
- Fabrizio Ghezzi & Eduardo Rossi & Lorenzo Trapani, 2024, "Fast Online Changepoint Detection," Papers, arXiv.org, number 2402.04433, Feb.