NEP-ETS-2002-04-15

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2002-04-15

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:

Item repec:fip:fedlwp:98-008c is not listed on IDEAS anymore
Item repec:wop:calsdi:2002-07 is not listed on IDEAS anymore
Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
Item repec:fip:fedlwp:2001-013a is not listed on IDEAS anymore
Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche 0004, Université Laval - Département d'économique. [Downloadable!]
V.I. Piterbarg, 2002. "Discrete vs continuous time for large extremes of Gaussian processes," Econometric Institute Report 259, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Item repec:fip:fedlwp:2001-009b is not listed on IDEAS anymore
Item repec:fip:fedlwp:2001-015a is not listed on IDEAS anymore
Sýdýka Baþçý & Asad Zaman, 1998. "Variance Estimates and Model Selection," Departmental Working Papers 9814, Bilkent University, Department of Economics. [Downloadable!]
Item repec:fip:fedlwp:2001-012a is not listed on IDEAS anymore
Mario Faliva & Maria Grazia Zoia, 2002. "A Neat Derivation of the Representation Theorem for I (2) Processes," Cahiers du DÃ©partement d'EconomÃ©trie 2002.01, Département d'Econométrie, Université de Genève. [Downloadable!]
Item repec:fip:fedlwp:2001-021a is not listed on IDEAS anymore
Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Economics Discussion Papers 535, University of Essex, Department of Economics. [Downloadable!]
Item repec:fip:fedlwp:2000-011b is not listed on IDEAS anymore
Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
Rodney W Strachan & Brett Inder, 2000. "Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model," Research Papers 2000_16, University of Liverpool Management School. [Downloadable!]
Rosario Dell'Aquila & Elvezio Ronchetti, 2002. "Robust Tests of Predictive Accuracy," Cahiers du DÃ©partement d'EconomÃ©trie 2002.02, Département d'Econométrie, Université de Genève. [Downloadable!]
Item repec:wop:calsdi:2000-32r is not listed on IDEAS anymore
Marcus J. Chambers, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 529, University of Essex, Department of Economics. [Downloadable!]
Item repec:fip:fedlwp:2001-014a is not listed on IDEAS anymore
Item repec:fip:fedlwp:2001-016a is not listed on IDEAS anymore
Item repec:fip:fedlwp:2001-017a is not listed on IDEAS anymore
Item repec:fip:fedlwp:2000-026a is not listed on IDEAS anymore

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

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