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Report NEP-ETS-2004-05-09
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:
Niklas Wagner & Terry Marsh, 2003.
"Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes Research Program in Finance, Working Paper Series
1012, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!] Balázs Égert & Yosra Koubaa, 2004.
"Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach William Davidson Institute Working Papers Series
2004-663, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!] José Angel Roldán Casas & Rafaela Dios-Palomares, 2004.
"A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment Economic Working Papers at Centro de Estudios Andaluces
E2004/37, Centro de Estudios Andaluces.
[Downloadable!] Gonzalo Cortazar & Eduardo Schwartz & Lorezo Naranjo, 2003.
"Term Structure Estimation in Low-Frequency Transaction Markets: A Kalman Filter Approach with Incomplete Panel-Data University of California at Los Angeles, Anderson Graduate School of Management
1109, Anderson Graduate School of Management, UCLA.
[Downloadable!] Claude Lopez & Christian J. Murray & David H. Papell, 2004.
"State of the Art Unit Root Tests and Purchasing Power Parity University of Cincinnati, Economics Working Papers Series
2004-04, University of Cincinnati, 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 .