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Report NEP-ETS-2024-07-08
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:
- Jinyuan Chang & Qin Fang & Xinghao Qiao & Qiwei Yao, 2024, "On the modelling and prediction of high-dimensional functional time series," Papers, arXiv.org, number 2406.00700, Jun.
- Massimiliano MARCELLINO & Michael PFARRHOFER, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24224.
- Roberto Leon-Gonzalez & Blessings Majon, 2024, "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-02, Apr.
- Roberto Leon-Gonzalez & Blessings Majoni, 2023, "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 23-07, Jun.
- Siddhartha Chib & Simon C. Smith, 2024, "Factor Selection and Structural Breaks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-037, May, DOI: 10.17016/FEDS.2024.037.