Report NEP-ETS-2009-08-02This 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:
- Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Post-Print halshs-00375531, HAL.
- Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour : An empirical Investigation," Post-Print halshs-00377485, HAL.
- Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2010. "BL-GARCH model with elliptical distributed innovations," Post-Print halshs-00368340, HAL.
- Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models : from GARCH to Multi-Horizon Cascades," Post-Print halshs-00390636, HAL.
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application," Discussion Papers 09-13, University of Copenhagen. Department of Economics.
- Chiaie, Simona Delle, 2009. "The sensitivity of DSGE models’ results to data detrending," Working Papers 157, Oesterreichische Nationalbank (Austrian Central Bank).
- Sylvia Frühwirth-Schnatter & Christoph Pamminger, 2009. "Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models," NRN working papers 2009-07, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.