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Report NEP-ETS-2009-04-13
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:
- Malik, Sheheryar & Pitt, Michael K, 2009, "Modelling Stochastic Volatility with Leverage and Jumps : A Simulated Maximum Likelihood Approach via Particle Filtering," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 897.
- Mohitosh Kejriwal & Pierre Perron, 2009, "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1217, Feb.