Report NEP-ETS-2026-04-27

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:

• Aknouche, Abdelhakim & Francq, Christian & Goto, Yuichi, 2026, "Mixed difference integer-valued GARCH model for Z-valued time series," MPRA Paper, University Library of Munich, Germany, number 128358, Mar.
• Hilde C. Bjørnland & Nicolás Hardy & Dimitris Korobilis, 2026, "Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2026, Apr.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2026, "Detecting Sparse Cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 49894, Apr.
• Hardy, Nicolas & Korobilis, Dimitris, 2026, "Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting," MPRA Paper, University Library of Munich, Germany, number 128752, Apr.
• Yukai Yang & Rickard Sandberg, 2026, "Subsample-Based Estimation under Dynamic Contamination," Papers, arXiv.org, number 2604.17676, Apr, revised Apr 2026.
• Ana Maria Herrera & Elena Pesavento & Alessia Scudiero, 2026, "Clustered Local Projections for Time-Varying Models," Papers, arXiv.org, number 2604.18778, Apr, revised Apr 2026.
• Jos'e Francisco Perles-Ribes, 2026, "Path-Explosive Behaviour in Economic Time Series: A Realization-Centred Exploratory Framework," Papers, arXiv.org, number 2604.16186, Apr.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Probabilistic Quantile Factor Analysis," MPRA Paper, University Library of Munich, Germany, number 128773, Aug.
• Mariko I. Ito & Hiroyuki Hasada & Yudai Honma & Takaaki Ohnishi & Tsutomu Watanabe & Kazuyuki Aihara, 2026, "Identifying dynamical network markers of financial market instability," Papers, arXiv.org, number 2604.21297, Apr.
• David Gunawan, 2026, "Flexible Bayesian Models for Time-Varying Income Distributions," Papers, arXiv.org, number 2604.21258, Apr.
• Jon Frost & Carlos Madeira & Yash Rastogi & Harald Uhlig, 2026, "Quantum Bayesian inference: an exploration," BIS Working Papers, Bank for International Settlements, number 1342, Apr.
• Sotirios D. Nikolopoulos, 2026, "Spurious Predictability in Financial Machine Learning," Papers, arXiv.org, number 2604.15531, Apr.

Report NEP-ETS-2026-04-27

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: