Printed from https://ideas.repec.org/n/nep-ets/2026-01-05.html
Report NEP-ETS-2026-01-05
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:
- Victor Chernozhukov & Christian B. Hansen & Lingwei Kong & Weining Wang, 2025, "Plausible GMM: A Quasi-Bayesian Approach," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 25/817, Apr.
- Alyakin, Anton, 2025, "Motif Discovery in the Irregularly Sampled Time Series Data," Thesis Commons, Center for Open Science, number c5vzg_v1, Dec, DOI: 10.31219/osf.io/c5vzg_v1.
- Martin McCarthy & Stephen Snudden, 2025, "Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2025-09, Dec, DOI: 10.47688/rdp2025-09.
- Zuoyou Jiang & Li Zhao & Rui Sun & Ruohan Sun & Zhongjian Li & Jing Li & Daxin Jiang & Zuo Bai & Cheng Hua, 2025, "Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning," Papers, arXiv.org, number 2512.23515, Dec.
- Jean-Marie Dufour & Tianyu He, 2025, "Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures," Papers, arXiv.org, number 2512.21862, Dec.
- Sharif Al Mamun & Rakib Hossain & Md. Jobayer Rahman & Malay Kumar Devnath & Farhana Afroz & Lisan Al Amin, 2025, "Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance," Papers, arXiv.org, number 2512.15739, Dec.
- Schafgans, Marcia M. A. & Zinde-Walsh, Victoria, 2026, "Multivariate kernel regression in vector and product metric spaces," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130725, Jan.
- Richard Kima & Keagile Lesame, 2025, "Macroeconomic effects of lowering South Africa's inflation target: An SVAR analysis," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2025-106.
- Liyuan Cui & Guanhao Feng & Yuefeng Han & Jiayan Li, 2025, "Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing," Papers, arXiv.org, number 2512.23567, Dec.
- Ian Dew-Becker & Stefano Giglio & Pooya Molavi, 2025, "The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-16, Aug, DOI: 10.21033/wp-2025-16.
- Agostino Capponi & Chengpiao Huang & J. Antonio Sidaoui & Kaizheng Wang & Jiacheng Zou, 2025, "The Nonstationarity-Complexity Tradeoff in Return Prediction," Papers, arXiv.org, number 2512.23596, Dec.
- Stewart, Shamar L. & Isengildina Massa, Olga, 2024, "Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model," 2024 Annual Meeting, July 28-30, New Orleans, LA, Agricultural and Applied Economics Association, number 343936, DOI: 10.22004/ag.econ.343936.