NEP-ETS-2009-10-24

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2009-10-24

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Cavait Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers 458, University of Oxford, Department of Economics. [Downloadable!]
Item repec:nya:albaec:0907 is not listed on IDEAS anymore
Item repec:nya:albaec:0903 is not listed on IDEAS anymore
Jalles, Joao Tovar, 2009. "Structural Time Series Models and the Kalman Filter: a concise review," FEUNL Working Paper Series wp541, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne 09053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009. "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series CIRJE-F-671, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Willert, Juliane, 2009. "Mean Shift detection under long-range dependencies with ART," MPRA Paper 17874, University Library of Munich, Germany. [Downloadable!]

This page was last updated on 2009-12-13.

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