NEP-ETS-2002-08-16

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2002-08-16

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:wop:calsdi:2002-13 is not listed on IDEAS anymore
George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Item repec:wop:calsdi:2002-12 is not listed on IDEAS anymore
Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Joseph P. Romano & Michael Wolf, 2002. "Improved Nonparametric Confidence Intervals in Time Series Regressions," Economics Working Papers 635, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Moschini, GianCarlo & Myers, Robert J., 2001. "Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach," Staff General Research Papers 1945, Iowa State University, Department of Economics.

This page was last updated on 2009-12-6.

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