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Report NEP-ETS-2007-03-03
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:
Jesus Gonzalo & Jean-Yves Pitarakis, 2006.
"Threshold effects in cointegrating relationships Economics Working Papers
we20060621, Universidad Carlos III, Departamento de Economía.
[Downloadable!] Helena Veiga, 2007.
"The sign of asymmetry and the Taylor Effect in stochastic volatility models Statistics and Econometrics Working Papers
ws070702, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!] Todd Prono, 2006.
"GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique Working Papers
07-1, Federal Reserve Bank of Boston.
[Downloadable!] Westerlund, Joakim, 2007.
"A Note on the Pooling of Individual PANIC Unit Root Tests Working Papers
2007:5, Lund University, Department of Economics.
[Downloadable!] Christos S. Savva & Denise R. Osborn & Len Gill, 2006.
"Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US Centre for Growth and Business Cycle Research Discussion Paper Series
77, Economics, The Univeristy of Manchester.
[Downloadable!] Silja Kinnebrock & Mark Podolskij, 2007.
"A Note on the Central Limit Theorem for Bipower Variation of General Functions OFRC Working Papers Series
2007fe03, Oxford Financial Research Centre.
[Downloadable!] Federico Ravenna, 2006.
"Vector autoregressions and reduced form representations of DSGE models Banco de España Working Papers
0619, Banco de España.
[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 .