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Report NEP-ETS-2000-08-02
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 or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Jan Beran & Yuanhua Feng & Sucharita Gosh & Philipp Sibbertsen, 2000.
"On robust local polynomial estimation with long-memory errors ,"
CoFE Discussion Paper
00-18, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!] Jan Beran & Sucharita Gosh & Philipp Sibbertsen, 2000.
"Nonparametric M-Estimation with Long-Memory Errors ,"
CoFE Discussion Paper
00-19, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!] Lundbergh, Stefan & Teräsvirta, Timo, 2000.
"Forecasting with smooth transition autoregressive models ,"
Working Paper Series in Economics and Finance
390, Stockholm School of Economics.
Andrew Lo & Harry Mamaysky & Jiang Wang, 1999.
"Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation ,"
Computing in Economics and Finance 1999
402, Society for Computational Economics.
[Downloadable!] This page was last updated on 2009-12-20.
This information is provided to you by 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 .