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Report NEP-ETS-2025-10-13
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:
- Leonardo N. Ferreira & Haroon Mumtaz & Ana Skoblar, 2025, "Stochastic Volatility-in-mean VARs with Time-Varying Skewness," Papers, arXiv.org, number 2510.08415, Oct.
- Wing-Keung Wong & Mu Yue, 2025, "Could regressing a stationary series on a non-stationary series obtain meaningful outcomes?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2504, Apr.
- Maria Gadea & Òscar Jordà, 2025, "Local Projections Bootstrap Inference," Working Paper Series, Federal Reserve Bank of San Francisco, number 2025-21, Sep, DOI: 10.24148/wp2025-21.
- Wing-Keung Wong & Yushan Cheng & Mu Yue, 2025, "Could regression of stationary series be spurious?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2503, Mar.
- Ziyan Zhao & Qingfeng Liu, 2024, "Time-Varying Structural Approximate Dynamic Factor Model," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2401, Jan.
- Samuel N. Cohen & Cephas Svosve, 2025, "Linking Path-Dependent and Stochastic Volatility Models," Papers, arXiv.org, number 2510.02024, Oct.
- Karsten Reichold & Ulrike Schneider, 2025, "Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors," Papers, arXiv.org, number 2510.07204, Oct, revised Mar 2026.