Report NEP-ETS-2024-03-18

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024. "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series 10941, CESifo.
• Jooyoung Cha, 2024. "Local Projections Inference with High-Dimensional Covariates without Sparsity," Papers 2402.07743, arXiv.org, revised Oct 2024.
• Chotipong Charoensom, 2024. "An Estimation of Regime Switching Models with Nonlinear Endogenous Switching," PIER Discussion Papers 217, Puey Ungphakorn Institute for Economic Research.
• Jungjun Choi & Ming Yuan, 2024. "High Dimensional Factor Analysis with Weak Factors," Papers 2402.05789, arXiv.org.
• Fabrizio Ghezzi & Eduardo Rossi & Lorenzo Trapani, 2024. "Fast Online Changepoint Detection," Papers 2402.04433, arXiv.org.