Report NEP-ETS-2025-12-22

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Simon Sosvilla-Rivero issued this report. It is usually issued weekly.

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Other reports in NEP-ETS

The following items were announced in this report:

• Amaze Lusompa, 2025. "A Note on the Finite Sample Bias in Time Series Cross-Validation," Papers 2512.05900, arXiv.org.
• Tetsuya Takaishi, 2025. "Volatility time series modeling by single-qubit quantum circuit learning," Papers 2512.10584, arXiv.org.
• Nicolas Hardy & Dimitris Korobilis, 2025. "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Papers 2512.03763, arXiv.org.
• Yingyao Hu, 2025. "Identification of multivariate measurement error models," CeMMAP working papers 19/25, Institute for Fiscal Studies.
• Pablo Guerron-Quintana & Amazon Web Services, 2025. "Chronos-2: From Univariate to Universal Forecasting," Boston College Working Papers in Economics 1105, Boston College Department of Economics.
• Helmut Lütkepohl & Till Strohsal, 2025. "Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin 2146, DIW Berlin, German Institute for Economic Research.
• Jan Ditzen, 2025. "xtbreak: Testing and estimating structural breaks in time-series and panel data in Stata," Italian Stata Users' Group Meetings 2025 03, Stata Users Group.
• Andrzej Tokajuk & Jaros{l}aw A. Chudziak, 2025. "Partial multivariate transformer as a tool for cryptocurrencies time series prediction," Papers 2512.04099, arXiv.org.
• Bufan Li & Lujia Bai & Weichi Wu, 2025. "Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values," Papers 2512.10467, arXiv.org, revised Dec 2025.
• Qihui Chen & Zheng Fang & Ruixuan Liu, 2025. "Debiased Bayesian Inference for High-dimensional Regression Models," Papers 2512.09257, arXiv.org.
• Item repec:ags:nccc24:379004 is not listed on IDEAS anymore