Report NEP-ETS-2010-09-11This 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:
- Christos Ntantamis, 2010. "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers 2010-52, School of Economics and Management, University of Aarhus.
- Christos Ntantamis, 2010. "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers 2010-51, School of Economics and Management, University of Aarhus.
- Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2010. "Testing Fractional Order of Long Memory Processes: A Monte Carlo Study," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) hal-00486655, HAL.
- Dominique Guegan & Patrick Rakotomarolahy, 2010. "Alternative methods for forecasting GDP," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00511979, HAL.
- David Grreasley, 2010. "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics 10/56, University of Canterbury, Department of Economics and Finance.
- Harvey, A., 2010. "Exponential Conditional Volatility Models," Cambridge Working Papers in Economics 1040, Faculty of Economics, University of Cambridge.
- Kruse, Robinson & Sibbertsen, Philipp, 2010. "Long memory and changing persistence," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover dp-455, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Item repec:cdl:ucsdec:1088027 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:1257043 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:1350334 is not listed on IDEAS anymore