Printed from https://ideas.repec.org/n/nep-ets/2025-01-20.html
Report NEP-ETS-2025-01-20
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:
- Kreye, Tom Jannik, 2024, "Testing for fractional cointegration in subsamples by allowing for structural breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-733, Dec.
- Jungbin Hwang & Yixiao Sun, 2025, "Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions," Working papers, University of Connecticut, Department of Economics, number 2025-01, Jan.
- Xiaoqian Wang & Rob J Hyndman, 2024, "Online Conformal Inference for Multi-Step Time Series Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/24.
- Gianluca Cubadda & Francesco Giancaterini & Stefano Grassi, 2025, "Sequential Monte Carlo for Noncausal Processes," Papers, arXiv.org, number 2501.03945, Jan.
- Yangzhuoran Fin Yang & Rob J Hyndman & George Athanasopoulos & Anastasios Panagiotelis, 2024, "Forecast Linear AugmentedProjection (FLAP): A Free Lunch to Reduce Forecast Error Variance," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/24.
- Pedro Isaac Chavez-Lopez & Tae-Hwy Lee, 2025, "Quantile-Covariance Three-Pass Regression Filter," Working Papers, University of California at Riverside, Department of Economics, number 202501, Jan.
- Nuwani K Palihawadana & Rob J Hyndman & Xiaoqian Wang, 2024, "Sparse Multiple Index Modelsfor High-dimensional Nonparametric Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/24.
- S. A. Adedayo, 2025, "Re-examining Granger Causality from Causal Bayesian Networks Perspective," Papers, arXiv.org, number 2501.02672, Jan.
- Xiaoqian Wang & Rob J Hyndman & Shanika Wickramasuriya, 2024, "Optimal Forecast Reconciliation with Time Series Selection," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/24.
- M. Hashem Pesaran & Yimeng Xie, 2024, "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test," CESifo Working Paper Series, CESifo, number 11470.