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Report NEP-ETS-2026-03-30
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:
- Fei Shang & Tomasz Wo'zniak, 2026, "Identification Verification for Structural Vector Autoregressions with Sparse Heterogeneous Markov Switching Heteroskedasticity," Papers, arXiv.org, number 2603.16035, Mar.
- Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
- Federico Vittorio Cortesi & Giuseppe Iannone & Giulia Crippa & Tomaso Poggio & Pierfrancesco Beneventano, 2026, "Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series," Papers, arXiv.org, number 2603.02620, Mar.
- Fernando Delbianco, 2026, "Testing the Exclusion Restriction in IV Models Using Non-Gaussianity: A LiNGAM-Based Approach," Papers, arXiv.org, number 2603.13505, Mar.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2026, "Testing for Endogeneity: A Moment-Based Bayesian Approach," Papers, arXiv.org, number 2603.07780, Mar.
- Lucas A. Souza, 2026, "Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity," Papers, arXiv.org, number 2603.13638, Mar.
- Denis Chetverikov & Jesper R.-V. S¿rensen & Aleh Tsyvinski, 2026, "Triple/Double-Debiased Lasso," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2507, Mar.
- Sterzinger, Philipp & Kosmidis, Ioannis & Moustaki, Irini, 2026, "Maximum softly penalized likelihood in factor analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137057, Apr.
- Minchul Shin & Nathan Schor, 2026, "ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics," Papers, arXiv.org, number 2603.07458, Mar.
- Julián Andrada-Félix & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202525, Dec.