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Report NEP-ETS-2009-07-17
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:
Mohitosh Kejriwal & Pierre Perron, 2009.
"A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component Boston University - Department of Economics - Working Papers Series
wp2009-005, Boston University - Department of Economics.
[Downloadable!] Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009.
"Forecasting with Factor-Augmented Error Correction Models Discussion Papers
09-06, Department of Economics, University of Birmingham.
[Downloadable!] Jardet, C. & Monfort, A. & Pegoraro, F., 2009.
"New Information Response Functions Documents de Travail
235, Banque de France.
[Downloadable!] Sibbertsen, Philipp & Willert, Juliane, 2009.
"Testing for a break in persistence under long-range dependencies and mean shifts Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-422, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!] This page was last updated on 2009-12-6.
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 .