NEP-ETS-2002-02-15

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2002-02-15

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.

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Other reports in NEP-ETS

The following items were anounced 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. [Downloadable!]
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. [Downloadable!]
E A Akkerman, 2002. "The use of the new MATLAB Financial Kit for development of economical and financial models," Computer Programs 0201001, EconWPA. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
Rómulo Chumacero, 2001. "Estimating ARMA Models Efficiently," Working Papers Central Bank of Chile 92, Central Bank of Chile. [Downloadable!]
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. [Downloadable!]
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.). [Downloadable!]
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. [Downloadable!]

This page was last updated on 2009-11-29.

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