This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-ETS-2000-07-03
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 or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Kichian, Maral, 2000.
"GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide Working Papers
00-2, Bank of Canada.
[Downloadable!] Wouter J. den Haan & Andrew T. Levin, 2000.
"Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order NBER Technical Working Papers
0255, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) James D. Hamilton, 2000.
"What is an Oil Shock? NBER Working Papers
7755, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Tkacz, Greg, 2000.
"Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator Working Papers
00-5, Bank of Canada.
[Downloadable!] Kenneth D. West, 2000.
"Encompassing Tests When No Model Is Encompassing NBER Technical Working Papers
0256, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Tkacz, Greg, 2000.
"Non-Parametric and Neural Network Models of Inflation Changes Working Papers
00-7, Bank of Canada.
[Downloadable!] This page was last updated on 2010-1-3.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .