{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2020:7UKIQRMX3ZTKG4VIIMECFAITRP","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"7220541260652feb845773335fcfb9d95a93c81d6e89af863fc587d78de082d8","cross_cats_sorted":["stat.AP","stat.ML"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"econ.EM","submitted_at":"2020-09-01T13:07:04Z","title_canon_sha256":"8b37c3cfb4b7db0c75eb295a11675cfd4d7d21988ce76b59d59eb3f2554e91fe"},"schema_version":"1.0","source":{"id":"2009.00401","kind":"arxiv","version":4}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2009.00401","created_at":"2026-07-05T09:35:31Z"},{"alias_kind":"arxiv_version","alias_value":"2009.00401v4","created_at":"2026-07-05T09:35:31Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2009.00401","created_at":"2026-07-05T09:35:31Z"},{"alias_kind":"pith_short_12","alias_value":"7UKIQRMX3ZTK","created_at":"2026-07-05T09:35:31Z"},{"alias_kind":"pith_short_16","alias_value":"7UKIQRMX3ZTKG4VI","created_at":"2026-07-05T09:35:31Z"},{"alias_kind":"pith_short_8","alias_value":"7UKIQRMX","created_at":"2026-07-05T09:35:31Z"}],"graph_snapshots":[{"event_id":"sha256:299bd83767ee2ccc2bfe49c4e67d5012e0c351da4e1a99de10bf741fc728dda8","target":"graph","created_at":"2026-07-05T09:35:31Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2009.00401/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Time-varying parameters (TVPs) models are frequently used in economics to capture structural change. I highlight a rather underutilized fact -- that these are actually ridge regressions. Instantly, this makes computations, tuning, and implementation much easier than in the state-space paradigm. Among other things, solving the equivalent dual ridge problem is computationally very fast even in high dimensions, and the crucial \"amount of time variation\" is tuned by cross-validation. Evolving volatility is dealt with using a two-step ridge regression. I consider extensions that incorporate sparsit","authors_text":"Philippe Goulet Coulombe","cross_cats":["stat.AP","stat.ML"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"econ.EM","submitted_at":"2020-09-01T13:07:04Z","title":"Time-Varying Parameters as Ridge Regressions"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2009.00401","kind":"arxiv","version":4},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:ca2ee071558b7618651b3a842fe00ff2a83beae54b0825fc8bbe751ba0eb93db","target":"record","created_at":"2026-07-05T09:35:31Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"7220541260652feb845773335fcfb9d95a93c81d6e89af863fc587d78de082d8","cross_cats_sorted":["stat.AP","stat.ML"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"econ.EM","submitted_at":"2020-09-01T13:07:04Z","title_canon_sha256":"8b37c3cfb4b7db0c75eb295a11675cfd4d7d21988ce76b59d59eb3f2554e91fe"},"schema_version":"1.0","source":{"id":"2009.00401","kind":"arxiv","version":4}},"canonical_sha256":"fd14884597de66a372a843082281138bf546bbdf12739064acbcb99451bff01a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"fd14884597de66a372a843082281138bf546bbdf12739064acbcb99451bff01a","first_computed_at":"2026-07-05T09:35:31.356419Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T09:35:31.356419Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"xkaiZqsO7tY+WPH8MgytvCOcmDJVsDmdvZDfQrYpqkpCvXEOMoRwcjI+IpP2sVg4lZ6hAKInbl/5g5Jj2ma0Bg==","signature_status":"signed_v1","signed_at":"2026-07-05T09:35:31.356877Z","signed_message":"canonical_sha256_bytes"},"source_id":"2009.00401","source_kind":"arxiv","source_version":4}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ca2ee071558b7618651b3a842fe00ff2a83beae54b0825fc8bbe751ba0eb93db","sha256:299bd83767ee2ccc2bfe49c4e67d5012e0c351da4e1a99de10bf741fc728dda8"],"state_sha256":"6bc5352e8e03e266b6580422d448af181ecfe9af5f94f5b09f5409932027b3ab"}