Printed from https://ideas.repec.org/n/nep-ets/2024-08-26.html
Report NEP-ETS-2024-08-26
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:
- Florian Huber & Gary Koop & Massimiliano Marcellino & Tobias Scheckel, 2024, "Bayesian modelling of VAR precision matrices using stochastic block networks," Papers, arXiv.org, number 2407.16349, Jul.
- Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
- Astill, Sam & Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2024, "Bonferroni-Type Tests for Return Predictability with Possibly Trending Predictors," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 38947, Aug.
- Gabriel Montes-Rojas & Zacharias Psaradakis & MartÃn Sola, 2024, "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_05, Aug.
- Malte Londschien & Peter Buhlmann, 2024, "Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets," Papers, arXiv.org, number 2407.15256, Jul, revised Mar 2026.