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Report NEP-ETS-2006-12-22
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Nikolaus Hautsch, 2006, "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/06, Dec.
- Chris M Strickland & Gael Martin & Catherine S Forbes, 2006, "Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/06, Dec.
- Anders B. Trolle & Eduardo S. Schwartz, 2006, "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 12744, Dec.