NEP-ETS-2004-03-07

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Report NEP-ETS-2004-03-07

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:

Pedro Galeano & Daniel Peña, 2004. "Model Selection Criteria And Quadratic Discrimination In Arma And Setar Time Series Models," Statistics and Econometrics Working Papers ws041406, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
O'Neill, Donal & Van Kerm, Philippe, 2004. "A new approach for analysing income convergence across countries," IRISS Working Paper Series 2004-03, IRISS at CEPS/INSTEAD. [Downloadable!]
Thadavillil Jithendranathan, 2004. "Time-varying Correlations of Russian and U.S. Equity Returns," International Finance 0403006, EconWPA. [Downloadable!]
Pedro Galeano & Daniel Peña, 2004. "Variance Changes Detection In Multivariate Time Series," Statistics and Econometrics Working Papers ws041305, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Antoni Espasa & Rebeca Albacete, 2004. "Econometric Modelling For Short-Term Inflation Forecasting In The Emu," Statistics and Econometrics Working Papers ws034309, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Steve Lawford & Michalis P. Stamatogiannis, 2004. "The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case," Public Policy Discussion Papers 04-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

This page was last updated on 2009-12-13.

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