Report NEP-ETS-2009-07-28

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Other reports in NEP-ETS

The following items were anounced in this report:

• Paresh Kumar Narayan & Stephan Popp, 2009. "A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time," Economics Series 2009_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
• Franses, Ph.H.B.F., 2009. "Testing Changing Harmonic Regressors," Econometric Institute Report EI 2009-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Chen, Pu, 2009. "A Note on Updating Forecasts When New Information Arrives between Two Periods," Economics Discussion Papers 2009-22, Kiel Institute for the World Economy. [Downloadable!]
• Bortoluzzo, Adriana B. & Morettin, Pedro A. & Toloi, Clelia M. C., 2008. "Time-Varying Autoregressive Conditional Duration Model," Ibmec Working Papers wpe_172, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
• Mark J. Jensen & John M. Maheu, 2009. "Bayesian semiparametric stochastic volatility modeling," Working Paper Series wp23_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper Series wp22_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Thomas Lux & Leonardo Morales-Arias, 2009. "Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy. [Downloadable!]
• Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge. [Downloadable!]

This page was last updated on 2009-12-20.