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Report NEP-ETS-2007-10-13
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:
- Fuyu Yang, 2007, "Bayesian Analysis of Deterministic Time Trend and Changes in Persistence Using a Generalised Stochastic Unit Root Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 07/11, Nov.
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche, CIRPEE, number 0733.
- Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007, "Change in persistence tests for panels," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07040, Oct.
- Korenok Oleg, 2007, "Bayesian Methods in Nonlinear Time Series," Working Papers, VCU School of Business, Department of Economics, number 0703, Mar.