Report NEP-ETS-2002-02-15This 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:
- Leachman, Lori L., 2001. "Multicointegration, Sustainability of Fiscal Practices and the Role of Fiscal Institutions," Working Papers 01-04, Duke University, Department of Economics.
- Daniel G. Sullivan, 2001. "A note on the estimation of linear regression models with Heteroskedastic measurement errors," Working Paper Series WP-01-23, Federal Reserve Bank of Chicago.
- E A Akkerman, 2002. "The use of the new MATLAB Financial Kit for development of economical and financial models," Computer Programs 0201001, EconWPA.
- Item repec:fmg:fmgdps:dp0397 is not listed on IDEAS anymore
- Douglas Hodgson, 2002. "Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form," Cahiers de recherche CREFE / CREFE Working Papers 146, CREFE, Université du Québec à Montréal.
- Jose A. Lopez & Christian A. Walter, 2000. "Evaluating covariance matrix forecasts in a value-at-risk framework," Working Papers in Applied Economic Theory 2000-21, Federal Reserve Bank of San Francisco.
- Item repec:fth:vander:01-w29 is not listed on IDEAS anymore
- Rómulo Chumacero, 2001. "Testing for unit roots using economics," Working Papers Central Bank of Chile 102, Central Bank of Chile.
- Item repec:fip:fedlwp:2001-019a is not listed on IDEAS anymore
- Naoto Kunitomo & Makoto Takaoka, 2002. "On RegARIMA Model, RegSSARMA Model and Seasonality," CIRJE F-Series CIRJE-F-146, CIRJE, Faculty of Economics, University of Tokyo.
- Rómulo Chumacero, 2001. "Estimating ARMA Models Efficiently," Working Papers Central Bank of Chile 92, Central Bank of Chile.
- Raimundo Soto & Matías Tapia, 2001. "Seasonal cointegration and the stability of the demand for money," Working Papers Central Bank of Chile 103, Central Bank of Chile.
- Mark W. French, 2001. "Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework," Finance and Economics Discussion Series 2001-44, Board of Governors of the Federal Reserve System (U.S.).
- Item repec:fip:fedlwp:2000-032b is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2001-022a is not listed on IDEAS anymore
- Hjelm, Göran & Johansson, Martin W, 2002. "A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models," Working Papers 2002:3, Lund University, Department of Economics.
- Piotr Kokoszka & Michael Wolf, 2002. "Subsampling the mean of heavy-tailed dependent observations," Economics Working Papers 600, Department of Economics and Business, Universitat Pompeu Fabra.