NEP-ETS-2003-06-16

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Report NEP-ETS-2003-06-16

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Marrocu, Emanuela & Gianna Boero, 2003. "The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts," Royal Economic Society Annual Conference 2003 147, Royal Economic Society. [Downloadable!]
Strachan, Rodney & Brett Inder, 2003. "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003 197, Royal Economic Society. [Downloadable!]
Yates, Tony & Richard Harrison & George Kapetanios, 2003. "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003 225, Royal Economic Society. [Downloadable!]
p. girardello & Orietta Nicolis & Giovanni Tondini, 2002. "Comparing conditional variance models: Theory and empirical evidence," Departemental Working Papers 2002-08, Department of Economics University of Milan Italy. [Downloadable!]
Sílvia Gonçalves & Lutz Kilian, 2003. "Asymptotic and Bootstrap Inference for AR(Infinite) Processes with Conditional Heteroskedasticity," CIRANO Working Papers 2003s-28, CIRANO. [Downloadable!]

This page was last updated on 2009-11-22.

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