NEP-ETS-2005-03-06

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2005-03-06

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:

Andres M. Alonso & Elizabeth A. Maharaj, 2005. "On The Comparison Of Time Series Using Subsampling," Statistics and Econometrics Working Papers ws050702, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Takamitsu Kurita & Bent Nielsen, 2005. "Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model," Economics Papers 2005-W01, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
Juan Carlos Escanciano, 2005. "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers 02/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
Carl Chiarella & Thuy-Duong To, 2005. "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series 150, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Carl Chiarella & Shenhuai Gao, 2004. "Continuous Time Model Estimation," Working Paper Series 138, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious regression under broken trend stationarity," School of Economics Working Papers EM200501, Universidad de Guanajuato. [Downloadable!]

This page was last updated on 2009-11-29.

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