Report NEP-ETS-2024-05-13

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:

• James A. Duffy & Sophocles Mavroeidis, 2024. "Common Trends and Long-Run Identification in Nonlinear Structural VARs," Papers 2404.05349, arXiv.org, revised Sep 2024.
• Matteo Mogliani & Anna Simoni, 2024. "Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting," Papers 2404.02671, arXiv.org, revised Nov 2024.
• Artem Kraevskiy & Artem Prokhorov & Evgeniy Sokolovskiy, 2024. "Early warning systems for financial markets of emerging economies," Papers 2404.03319, arXiv.org.
• Eric Luxenberg & Stephen Boyd, 2024. "Exponentially Weighted Moving Models," Papers 2404.08136, arXiv.org, revised Apr 2024.
• Bai, Jushan & Wang, Peng, 2024. "Causal inference using factor models," MPRA Paper 120585, University Library of Munich, Germany.
• Jiatong Li & Hongqiang Yan, 2024. "Uniform Inference in High-Dimensional Threshold Regression Models," Papers 2404.08105, arXiv.org, revised Aug 2024.
• Peter Reinhard Hansen & Chen Tong, 2024. "Convolution-t Distributions," Papers 2404.00864, arXiv.org.