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Report NEP-ETS-2025-03-24
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 & Qiao Hu & Zhentao Shi & Jia Zhang, 2025, "Empirical likelihood approach for high-dimensional moment restrictions with dependent data," Papers, arXiv.org, number 2502.18970, Feb, revised Mar 2025.
- Annika Camehl & Tomasz Wo'zniak, 2025, "Time-Varying Identification of Structural Vector Autoregressions," Papers, arXiv.org, number 2502.19659, Feb.
- Sihan Tu & Zhaoxing Gao, 2025, "A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting," Papers, arXiv.org, number 2502.15275, Feb.
- Yannick Hoga & Christian Schulz, 2025, "Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series," Papers, arXiv.org, number 2502.10065, Feb, revised Jun 2025.
- Wei Miao & Jad Beyhum & Jonas Striaukas & Ingrid Van Keilegom, 2025, "High-dimensional censored MIDAS logistic regression for corporate survival forecasting," Papers, arXiv.org, number 2502.09740, Feb, revised Feb 2026.