Report NEP-ETS-2002-01-22This 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.
The following items were announced in this report:
- James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics, EconWPA 0201002, EconWPA, revised 04 Apr 2003.
- Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998. "Growth, Savings, Financial Markets and Markov Switching Regimes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 69, Sveriges Riksbank (Central Bank of Sweden).