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Report NEP-ETS-2025-05-26
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:
- Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025, "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers, Bank of Canada, number 25-14, May, DOI: 10.34989/swp-2025-14.
- Joshua Chan & Christian Matthes & Xuewen Yu, 2025, "Large Structural VARs with Multiple Sign and Ranking Restrictions," Papers, arXiv.org, number 2503.20668, Mar.
- Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," Papers, arXiv.org, number 2503.17144, Mar, revised May 2025.
- Masamune Iwasawa, 2025, "Finite-Sample Risk Approximation and Risk-Consistent Tuning for Generalized Ridge Estimation in Nonlinear Models: Controlling Extreme Realizations," Papers, arXiv.org, number 2504.19018, Apr, revised Apr 2026.