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Report NEP-ETS-2024-05-13
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:
- James A. Duffy & Sophocles Mavroeidis, 2024, "Common Trends and Long-Run Identification in Nonlinear Structural VARs," Papers, arXiv.org, number 2404.05349, Apr, revised Sep 2024.
- Matteo Mogliani & Anna Simoni, 2024, "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting," Papers, arXiv.org, number 2404.02671, Apr, revised Nov 2024.
- Artem Kraevskiy & Artem Prokhorov & Evgeniy Sokolovskiy, 2024, "An early warning system for emerging markets," Papers, arXiv.org, number 2404.03319, Apr, revised May 2025.
- Eric Luxenberg & Stephen Boyd, 2024, "Exponentially Weighted Moving Models," Papers, arXiv.org, number 2404.08136, Apr, revised Apr 2024.
- Bai, Jushan & Wang, Peng, 2024, "Causal inference using factor models," MPRA Paper, University Library of Munich, Germany, number 120585, Mar.
- Jiatong Li & Hongqiang Yan, 2024, "Uniform Inference in High-Dimensional Threshold Regression Models," Papers, arXiv.org, number 2404.08105, Apr, revised Sep 2025.
- Peter Reinhard Hansen & Chen Tong, 2024, "Convolution-t Distributions," Papers, arXiv.org, number 2404.00864, Mar.