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-2001-12-19
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 Other reports in NEP-ETS
The following items were anounced in this report:
Luca Benati, .
"Band-pass filtering, cointegration, and business cycle analysis Bank of England working papers
142, Bank of England.
[Downloadable!] Item repec:wop:cirano:2001s65 is not listed on IDEAS anymore
Jurgen A. Doornik & Marius Ooms, 2001.
"Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models Economics Papers
2001-W27, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Siddhartha Chib & Neil Shephard, 2001.
"Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes" Economics Papers
2001-W26, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Albert Marcet & Morten O. Ravn, 2001.
"The HP-Filter in Cross-country Comparisons Economics Working Papers
588, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003.
[Downloadable!] Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard, 2001.
"Some recent developments in stochastic volatility modelling Economics Papers
2001-W25, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Olivier Ledoit & Michael Wolf, 2001.
"Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection Economics Working Papers
586, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!] This page was last updated on 2008-7-20.
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 .