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Report NEP-ETS-2009-02-22
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:
Theis Lange, 2009.
"First and second order non-linear cointegration models ,"
CREATES Research Papers
2009-04, School of Economics and Management, University of Aarhus.
[Downloadable!] Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009.
"Forecasting inflation with gradual regime shifts and exogenous information ,"
CREATES Research Papers
2009-03, School of Economics and Management, University of Aarhus.
[Downloadable!] Eichler Michael & Motta Giovanni & Sachs Rainer von, 2009.
"Fitting dynamic factor models to non-stationary time series ,"
Research Memoranda
002, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Eichler, Michael & Didelez, Vanessa, 2009.
"On Granger-causality and the effect of interventions in time series ,"
Research Memoranda
003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] María José Rodríguez & Esther Ruiz, 2009.
"GARCH models with leverage effect : differences and similarities ,"
Statistics and Econometrics Working Papers
ws090302, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!] Aurea Grané & Helena Veiga, 2009.
"Wavelet-based detection of outliers in volatility models ,"
Statistics and Econometrics Working Papers
ws090403, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!] Neri, Marcelo Cortes & Soares, Wagner Lopes, 2008.
"Turismo sustentável e alivio a pobreza: avaliação de impacto ,"
Economics Working Papers (Ensaios Economicos da EPGE)
689, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!] This page was last updated on 2009-12-13.
This information is provided to you by 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 .