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.

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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

• Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print halshs-00377485, HAL.
• Item repec:hal:journl:halshs-00368340_v1 is not listed on IDEAS anymore

• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009. "Volatility Models: from GARCH to Multi-Horizon Cascades," Post-Print halshs-00390636, HAL.
• Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application," Discussion Papers 09-13, University of Copenhagen. Department of Economics.
• Simona Delle Chiaie, 2009. "The sensitivity of DSGE models’ results to data detrending," Working Papers 157, Oesterreichische Nationalbank (Austrian Central Bank).
• Sylvia Frühwirth-Schnatter & Christoph Pamminger, 2009. "Bayesian Clustering of Categorical Time Series Using Finite Mixtures of Markov Chain Models," NRN working papers 2009-07, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.