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Report NEP-ETS-2008-07-14
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:
Christian M. Dahl & Emma M. Iglesias, 2008.
"The limiting properties of the QMLE in a general class of asymmetric volatility models CREATES Research Papers
2008-38, School of Economics and Management, University of Aarhus.
[Downloadable!] Jean-Marie Dufour & Abderrahim Taamouti, 2008.
"Short and long run causality measures: theory and inference Economics Working Papers
we083720, Universidad Carlos III, Departamento de EconomÃa.
[Downloadable!] Strid, Ingvar & Walentin, Karl, 2008.
"Block Kalman filtering for large-scale DSGE models Working Paper Series
224, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Massimiliano Serati & Gianni Amisano, 2008.
"Building composite leading indexes in a dynamic factor model framework: a new proposal LIUC Papers in Economics
212, Cattaneo University (LIUC).
[Downloadable!] This page was last updated on 2009-11-15.
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 .