Report NEP-ETS-2024-01-15
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:
- Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023. "Inference on common trends in functional time series," Papers 2312.00590, arXiv.org, revised May 2024.
- S. Yaser Samadi & Tharindu P. De Alwis, 2023. "Fourier Methods for Sufficient Dimension Reduction in Time Series," Papers 2312.02110, arXiv.org.
- Florian Huber, 2023. "Bayesian Nonlinear Regression using Sums of Simple Functions," Papers 2312.01881, arXiv.org.
- Luther Yap, 2023. "Valid Wald Inference with Many Weak Instruments," Papers 2311.15932, arXiv.org.