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Report NEP-ETS-2009-04-13
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:
Malik, Sheheryar & Pitt, Michael K, 2009.
"Modelling Stochastic Volatility with Leverage and Jumps : A Simulated Maximum Likelihood Approach via Particle Filtering The Warwick Economics Research Paper Series (TWERPS)
897, University of Warwick, Department of Economics.
[Downloadable!] Mohitosh Kejriwal & Pierre Perron, 2009.
"A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component Purdue University Economics Working Papers
1217, Purdue University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-22.
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 .