Report NEP-ETS-2007-10-13This 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:
- Fuyu Yang, 2007. "Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model," Discussion Papers in Economics, Department of Economics, University of Leicester 07/11, Department of Economics, University of Leicester.
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche, CIRPEE 0733, CIRPEE.
- Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007. "Change in persistence tests for panels," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp07040, University of Molise, Dept. EGSeI.
- Korenok Oleg, 2007. "Bayesian Methods in Nonlinear Time Series," Working Papers, VCU School of Business, Department of Economics 0703, VCU School of Business, Department of Economics.