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Report NEP-ETS-2024-11-11
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 & Yue Du & Guanglin Huang & Qiwei Yao, 2024, "Identification and estimation for matrix time series CP-factor models," Papers, arXiv.org, number 2410.05634, Oct, revised Jul 2025.
- Liudas Giraitis & Fulvia Marotta & Peter C B Phillips, 2024, "Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2409, Sep.
- Zongwu Cai & Gunawan & Yuying Sun, 2024, "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202412, Sep, revised Sep 2024.
- Ali Mehrabani & Shahnaz Parsaeian & Aman Ullah, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models under Structural Instability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202410, Aug.
- Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
- Shahnaz Parsaeian, 2024, "Stein-like Common Correlated Effects Estimation Under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202409, Aug.
- Liu, Yirui & Qiao, Xinghao & Pei, Yulong & Wang, Liying, 2024, "Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125587, Jul.
- Gabriele Fiorentini & Alessio Moneta & Francesca Papagni, 2024, "Identification of one independent shock in structural VARs," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/28, Oct.
- Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-028, Oct.