Report NEP-ECM-2005-09-17This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Jonathan B. Hill, 2005. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application," Working Papers, Florida International University, Department of Economics 0513, Florida International University, Department of Economics.
- Item repec:iim:iimawp:2005-08-05 is not listed on IDEAS anymore
- Tiemen Woutersen & Jerry Hausman, 2005. "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 525, The Johns Hopkins University,Department of Economics.
- Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics, EconWPA 0509015, EconWPA.