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Report NEP-ETS-2026-07-13
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:
- Rouven Beiner & Bernd Süssmuth, 2026, "Monotonic Polynomial GARCH Models for Conditional Higher Moments," CESifo Working Paper Series, CESifo, number 12734.
- Blazsek, Szabolcs & Dupree, Raven Amina & Escribano, Álvaro, 2026, "Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 50313, Jun.
- Barrio Castro, Tomás del & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 50302, Jun.
- Anlong Qin & Zhongjun Qu, 2026, "Regime-Switching Models for Disaggregated Data," Papers, arXiv.org, number 2606.08398, Jun.
- Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula & Zopounidis, Constantin, 2026, "Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/3, Mar.
- Miquel Noguer I Alonso & Rodolfo Pereira Franklin, 2026, "Pretrained Time-Series Foundation Models for Financial Return Forecasting," Papers, arXiv.org, number 2606.27100, Jun.
- Li Chen & Yuanhua Feng, 2025, "Forecasting of trend stationary time series in SAP using a data-driven semiparametric ARMA model," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 179, Aug.
- Minford, Patrick & Meenagh, David, 2026, "Testing models with fat tails via indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/7, Jun.
- Kasper Sunn Blumensaat, 2026, "Asymptotics of an Explosive Autoregression under Dependence," Papers, arXiv.org, number 2606.09531, Jun.
- Abdulrahman Alswaidan & Cade Jin & Jeffrey D. Varner, 2026, "Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk," Papers, arXiv.org, number 2606.23492, Jun.
- Venkitasubramanian, Kailas, 2026, "bqmm: Bayesian Multilevel Quantile Regression in R," SocArXiv, Center for Open Science, number 7d5xb_v1, Jun, DOI: 10.31219/osf.io/7d5xb_v1.