Printed from https://ideas.repec.org/n/nep-ets/2024-02-05.html
Report NEP-ETS-2024-02-05
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Jaqueson K. Galimberti issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-ETS
The following items were announced in this report:
- Michal Andrle & Jan Bruha, 2023. "A Sparse Kalman Filter: A Non-Recursive Approach," Working Papers 2023/13, Czech National Bank.
- Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
- Xiaosai Liao & Xinjue Li & Qingliang Fan, 2024. "Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia," Papers 2401.01064, arXiv.org.