Report NEP-ETS-2003-05-18This 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:
- Item repec:fra:franaf:90 is not listed on IDEAS anymore
- Rafal Weron, 2003. "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics, EconWPA 0305003, EconWPA.
- Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics.
- Item repec:dgr:eureir:2003321 is not listed on IDEAS anymore
- Yoshua Bengio & Nicolas Chapados, 2003. "Metric-Based Model Selection For Time-Series Forecasting," CIRANO Working Papers 2003s-24, CIRANO.