Report NEP-ETS-2005-05-29This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- MarÃa Concepcion Ausin & Pedro Galeano, 2005. "Bayesian Estimation Of The Gaussian Mixture Garch Model," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws053605, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
- Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005. "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - DÃ©partement des Sciences Economiques), UniversitÃ© catholique de Louvain, DÃ©partement des Sciences Economiques 2005006, UniversitÃ© catholique de Louvain, DÃ©partement des Sciences Economiques.
- Fabio Trojani & Francesco Audrino, 2005. "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005 2005-04, Department of Economics, University of St. Gallen.
- Luciano Gutierrez, 2005. "Tests for cointegration in panels with regime shifts," Econometrics, EconWPA 0505007, EconWPA.