Printed from https://ideas.repec.org/n/nep-ets/2024-10-14.html
Report NEP-ETS-2024-10-14
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:
- Wei Zhang, 2024, "Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series," Papers, arXiv.org, number 2409.08354, Sep, revised Aug 2025.
- Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-003/III, Nov.
- Martin C. Arnold & Thilo Reinschlussel, 2024, "Bootstrap Adaptive Lasso Solution Path Unit Root Tests," Papers, arXiv.org, number 2409.07859, Sep.
- Omer Faruk Akbal, 2024, "Regime-Switching Factor Models and Nowcasting with Big Data," IMF Working Papers, International Monetary Fund, number 2024/190, Sep.
- Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024, "LASSO Inference for High Dimensional Predictive Regressions," Papers, arXiv.org, number 2409.10030, Sep, revised Apr 2026.