Report NEP-ETS-2009-02-14This 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:
- Item repec:hal:journl:inria-00352834_v1 is not listed on IDEAS anymore
- Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009. "A State Space Approach to Extracting the Signal from Uncertain Data," Working Papers, Queen Mary, University of London, School of Economics and Finance 637, Queen Mary, University of London, School of Economics and Finance.
- Luis A. Gil-Alana & Antonio Moreno, 2009. "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra 02/09, School of Economics and Business Administration, University of Navarra.
- Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series, Institute for Advanced Studies 233, Institute for Advanced Studies.
- Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany.
- Andrle, Michal, 2008. "The Role of Trends and Detrending in DSGE Models," MPRA Paper 13289, University Library of Munich, Germany.