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Report NEP-ETS-2006-12-22
This 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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Nikolaus Hautsch, 2006.
"Testing the Conditional Mean Function of Autoregressive Conditional Duration Models FRU Working Papers
2006/06, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!] Chris M Strickland & Gael Martin & Catherine S Forbes, 2006.
"Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models Monash Econometrics and Business Statistics Working Papers
22/06, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Anders B. Trolle & Eduardo S. Schwartz, 2006.
"Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives NBER Working Papers
12744, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .