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Report NEP-ETS-2024-06-24
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:
- Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024, "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2081.
- Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024, "Comparing predictive ability in presence of instability over a very short time," Papers, arXiv.org, number 2405.11954, May.
- Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," Papers, arXiv.org, number 2405.09509, May, revised Jan 2026.
- Marín Díazaraque, Juan Miguel & Romero, Eva & Lopes Moreira da Veiga, María Helena, 2024, "Fitting complex stochastic volatility models using Laplace approximation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 43947, Jun.
- Krist'of N'emeth & D'aniel Hadh'azi, 2024, "Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout," Papers, arXiv.org, number 2405.15579, May.
- Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024, "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2427, May.