Report NEP-ETS-2007-11-03

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:

• Brad Baxter & Liam Graham & Stephen Wright, 2007, "The Endogenous Kalman Filter," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0719, Nov.
• Essahbi Essaadi & Jamel Jouini & Walih Khallouli, 2007, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0725, Oct.
• DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Richard, Jean-François, 2007, "An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-25.

Report NEP-ETS-2007-11-03

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: