Report NEP-ETS-2008-05-05
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.
Other reports in NEP-ETS
The following items were announced in this report:
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Yamin Ahmad, 2007. "The Effects of Small Sample Bias in Threshold Autoregressive Models," Working Papers 07-01, UW-Whitewater, Department of Economics, revised Jun 2007.