NEP-ETS-2003-06-04

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2003-06-04

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:

Item repec:imf:imfwpa:0373 is not listed on IDEAS anymore
Item repec:imf:imfwpa:0352 is not listed on IDEAS anymore
BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Jo Thori Lind, 2002. "Small continuous surveys and the Kalman filter," Discussion Papers 333, Research Department of Statistics Norway. [Downloadable!]
Judith A. Clarke & Sadaf Mirza, 2003. "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers 0305, Department of Economics, University of Victoria. [Downloadable!]
Benoit Pochard & Jean-Philippe Bouchaud, 2002. "The skewed multifractal random walk with applications to option smiles," Science & Finance (CFM) working paper archive 0204047, Science & Finance, Capital Fund Management. [Downloadable!]
Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen, 2003. "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers 345, Research Department of Statistics Norway. [Downloadable!]
GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Graham Elliott & Michael Jansson & Elena Pesavento, 2003. "Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity," Emory Economics 0303, Department of Economics, Emory University (Atlanta). [Downloadable!]
Jean-Philippe Bouchaud, 2002. "An introduction to statistical finance," Science & Finance (CFM) working paper archive 313238, Science & Finance, Capital Fund Management. [Downloadable!]
MOON, Hyungsik Roger & PERRON, Benoit., 2002. "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche 2002-18, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Laurent Laloux & Marc Potters & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 2002. "Reply to Johansen's comment," Science & Finance (CFM) working paper archive 0206368, Science & Finance, Capital Fund Management. [Downloadable!]
Søren Johansen and Anders Rygh Swensen, 2003. "More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms," Discussion Papers 348, Research Department of Statistics Norway. [Downloadable!]
Ole E. Barndorff-Nielsen & Neil Shephard, 2002. "Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics," OFRC Working Papers Series 2002fe03, Oxford Financial Research Centre. [Downloadable!]
Item repec:imf:imfwpa:0321 is not listed on IDEAS anymore

This page was last updated on 2009-12-20.

This information is provided to you by 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.