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Report NEP-ETS-2002-12-17
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 Other reports in NEP-ETS
The following items were anounced in this report:
Y.K. Tse & Xibin Zhang & Jun Yu, 2002.
"Estimation of Hyperbolic Diffusion Using MCMC Method Monash Econometrics and Business Statistics Working Papers
18/02, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002.
"Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries Monash Econometrics and Business Statistics Working Papers
20/02, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Siem Jan Koopman & Charles S. Bos, 2002.
"Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series Tinbergen Institute Discussion Papers
02-113/4, Tinbergen Institute.
[Downloadable!] Xibin Zhang & Maxwell L. King, 2002.
"Influence Diagnostics in GARCH Processes Monash Econometrics and Business Statistics Working Papers
19/02, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Heather M. Anderson, 2002.
"Choosing Lag Lengths in Nonlinear Dynamic Models Monash Econometrics and Business Statistics Working Papers
21/02, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Hans Christian Kongsted & Heino Bohn Nielsen, 2002.
"Analyzing I(2) Systems by Transformed Vector Autoregressions Discussion Papers
02-20, University of Copenhagen. Department of Economics.
[Downloadable!] This page was last updated on 2008-7-20.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .