Report NEP-ETS-2009-09-19

Subscribe to this report: email or RSS

Other reports in NEP-ETS

The following items were anounced in this report:

• Frank S. Nielsen, 2009. "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers 2009-38, School of Economics and Management, University of Aarhus. [Downloadable!]
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," CREATES Research Papers 2009-39, School of Economics and Management, University of Aarhus. [Downloadable!]
• Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers 2009-37, School of Economics and Management, University of Aarhus. [Downloadable!]
• DeJong, David N. & Dharmarajan, Hariharan & Liesenfeld, Roman & Moura, Guilherme V. & Richard , Jean-François, 2009. "Efficient likelihood evaluation of state-space representations," Economics Working Papers 2009,02, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Manabu Asai & Michael McAleer, 2009. "Alternative Asymmetric Stochastic Volatility Models," CIRJE F-Series CIRJE-F-655, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Jian Huang & Masahito Kobayashi & Michael McAleer, 2009. "Testing the Box-Cox Parameter in an Integrated Process," CIRJE F-Series CIRJE-F-661, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Manabu Asai & Michael McAleer, 2009. "Dynamic Conditional Correlations for Asymmetric Processes," CIRJE F-Series CIRJE-F-657, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Bušs, Ginters, 2009. "Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper 17273, University Library of Munich, Germany, revised 15 Oct 2009. [Downloadable!]

This page was last updated on 2009-11-29.