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Report NEP-ETS-2009-08-02
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:
- Item repec:hal:journl:halshs-00375531_v1 is not listed on IDEAS anymore
- Item repec:hal:journl:halshs-00377485_v1 is not listed on IDEAS anymore
- Item repec:hal:journl:halshs-00368340_v1 is not listed on IDEAS anymore
- Item repec:hal:journl:halshs-00390636_v1 is not listed on IDEAS anymore
- Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009, "An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application," Discussion Papers, University of Copenhagen. Department of Economics, number 09-13, Jul.
- Simona Delle Chiaie, 2009, "The sensitivity of DSGE models’ results to data detrending," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 157, Jul.
- Sylvia Frühwirth-Schnatter & Christoph Pamminger, 2009, "Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2009-07, Jul.