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Report NEP-ETS-2026-10-12
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:
- Fernando Roders & Siem Jan Koopman & Karim Moussa, 2026, "Representation over Rents: Stochastic Volatility Models with Stable Disturbances: Estimation via Linearization," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-082/II, Oct.
- Freddy García-Albán & Manuel González-Astudillo, 2026, "Bells and Whistles of Nowcasting Models: Which Matter and When?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-068, Oct, DOI: 10.17016/FEDS.2026.068.
- Charisios Grivas & Zacharias Psradakis & Marian Vavra, 2026, "Bootstrap-Assisted Tests for Skewness, Kurtosis, and Normality Under Unknown Dependence," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 10/2026, Sep.
- Feras A. Saad & Todd B. Walker, 2026, "Probabilistic Seasonality," Papers, arXiv.org, number 2609.36280, Sep.
- Jinyuan Chang & Jing He & Weiming Li & Chen Lin, 2026, "An adaptive $L_2$-type test for high-dimensional white noise," Papers, arXiv.org, number 2609.33418, Sep.
- Tae-Hwy Lee & Daanish Padha, 2026, "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers, University of California at Riverside, Department of Economics, number 202607, Oct.
- Virginie Terraza & Aslı Boru İpek, 2026, "Regime-Dependent Dependence: Cryptocurrencies and Traditional Assets Under Structural Breaks," Post-Print, HAL, number hal-05752791, Sep, DOI: 10.3390/math14183340.
- Guglielmo Maria Caporale & Sergio Di Nallo Serrano & Sergio E. García Bermejo & Luis Alberiko Gil-Alana, 2026, "A Cyclical Long Memory Model for US Unemployment," CESifo Working Paper Series, CESifo, number 13026.
- Mikihito Nishi & Takashi Yamagata, 2026, "Two-Point Dependent Wild Bootstrap for Weakly Dependent Estimating Equations," Papers, arXiv.org, number 2609.32369, Sep, revised Oct 2026.
- Anna B. Schmidt, 2026, "Bayesian Machine Learning Methods For Large Scale Demand Estimation," Papers, arXiv.org, number 2610.08409, Oct.
- Giulia Chiara & Stefano Lucarelli, 2026, "Capital centralization, protectionism and increasing military expenditures: A SVAR/BVAR analysis," STOREPapers, Associazione Italiana per la Storia dell'Economia Politica - StorEP, number 1_2026, Oct.