Report NEP-ETS-2002-11-28This 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:
- Dmitri Koulikov, 2002. "Modeling Sequences of Long Memory Positive Weakly Stationary Random Variables," William Davidson Institute Working Papers Series 493, William Davidson Institute at the University of Michigan.
- Goeij, P. de & Marquering, W.A., 2002. "Do Macroeconomic Announcements Cause Asymetric Volatility?," Research Paper ERS-2002-103-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Luciano Gutierrez, 2002. "On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111," Econometrics 0211003, EconWPA, revised 20 May 2003.
- Item repec:han:dpaper:dp-266 is not listed on IDEAS anymore
- Item repec:dgr:eureir:2002293 is not listed on IDEAS anymore