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Report NEP-ETS-2026-02-09
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:
- Jason B. Cho & David S. Matteson, 2026, "BASTION: A Bayesian Framework for Trend and Seasonality Decomposition," Papers, arXiv.org, number 2601.18052, Jan.
- Oliver Snellman, 2026, "Nonlinear Dynamic Factor Analysis With a Transformer Network," Papers, arXiv.org, number 2601.12039, Jan.
- Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino, 2025, "A General Randomized Test for Alpha," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-045/III, Jul.
- Koichiro Moriya & Akihiko Noda, 2026, "Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models," Papers, arXiv.org, number 2601.21272, Jan.
- George Awiakye-Marfo & Elijah Agbosu & Victoria Mawuena Barns & Samuel Asante Gyamerah, 2026, "Brownian ReLU(Br-ReLU): A New Activation Function for a Long-Short Term Memory (LSTM) Network," Papers, arXiv.org, number 2601.16446, Jan.
- Paker, Meredith & Stephenson, Judy & Wallis, Patrick, 2025, "Predictive modeling the past," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 128852, Jun.
- Eric Fortier, 2026, "Specification Choice in Local Projections: Evidence from Monetary Policy Shocks," Discussion Papers, Department of Economics, Simon Fraser University, number dp26-01, Jan.
- Laurent R. Berg'e & Kyle Butts & Grant McDermott, 2026, "Fast and user-friendly econometrics estimations: The R package fixest," Papers, arXiv.org, number 2601.21749, Jan.
- Kim Christensen & Mathias Siggaard & Bezirgen Veliyev, 2026, "A machine learning approach to volatility forecasting," Papers, arXiv.org, number 2601.13014, Jan.
- Demetrio Lacava & Edoardo Otranto, 2026, "Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models," Papers, arXiv.org, number 2601.21447, Jan.