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Report NEP-ETS-2002-09-21
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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced 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.
[Downloadable!] 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.
This page was last updated on 2009-12-20.
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