Report NEP-ECM-2001-10-22

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:dgr:eureir:2000193 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000188 is not listed on IDEAS anymore

• Byström, Hans, 2001, "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers, Lund University, Department of Economics, number 2001:18, Oct.
• Giovanni Forchini, , "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers, Department of Economics, University of York, number 01/12.
• Item repec:dgr:kubcen:200174 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000201 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2001212 is not listed on IDEAS anymore

• Item repec:rea:inrawp:20 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200175 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000205 is not listed on IDEAS anymore

• O. Scaillet, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2001-24.
• Item repec:dgr:eureir:2000209 is not listed on IDEAS anymore

• Byström, Hans, 2001, "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers, Lund University, Department of Economics, number 2001:19, Oct.
• Robert F. Engle & Kevin Sheppard, 2001, "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers, National Bureau of Economic Research, Inc, number 8554, Oct.
• Item repec:dgr:eureir:2000192 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000204 is not listed on IDEAS anymore

• Soren Johansen & Katarina Juselius, 2001, "Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data," Discussion Papers, University of Copenhagen. Department of Economics, number 01-03, Jan.
• Item repec:dgr:eureir:2000197 is not listed on IDEAS anymore

Report NEP-ECM-2001-10-22

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: