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Report NEP-ETS-2009-10-24
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:
- Neil Shephard & Kevin Sheppard, 2009, "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 458, Oct.
- Item repec:nya:albaec:0907 is not listed on IDEAS anymore
- Item repec:nya:albaec:0903 is not listed on IDEAS anymore
- Joao Tovar Jalles, 2009, "Structural time series models and the Kalman filter: a concise review," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp541.
- Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09053, Aug.
- Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros, 2009, "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-671, Sep.
- Willert, Juliane, 2009, "Mean Shift detection under long-range dependencies with ART," MPRA Paper, University Library of Munich, Germany, number 17874, Jul.