Report NEP-ETS-2024-02-26
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:
- Sylvia Kaufmann & Markus Pape, 2023. "Bayesian (non-)unique sparse factor modelling," Working Papers 23.04, Swiss National Bank, Study Center Gerzensee.
- M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.