Report NEP-ETS-2002-09-21This 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:
- He, Changli & Teräsvirta, Timo & González, Andres, 2002. "Testing parameter constancy in stationary vector autoregressive models against continuous change," Working Paper Series in Economics and Finance 507, Stockholm School of Economics, revised 06 May 2004.
- Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
- He, Changli & Teräsvirta, Timo, 2002. "An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure," Working Paper Series in Economics and Finance 509, Stockholm School of Economics.