Report NEP-ECM-2002-01-22This 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.
The following items were announced in this report:
- James E. Griffin & Mark F.J. Steel, 2002. "Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility," Econometrics 0201002, EconWPA, revised 04 Apr 2003.
- Item repec:dgr:eureir:2001252 is not listed on IDEAS anymore
- Mordecai Kurz, 2001. "Heterogenous Forecasting and Federal Reserve Information," Working Papers 02002, Stanford University, Department of Economics.
- Han Hong & Matthew Shum, 2000. "A Semiparametric Estimator for Dynamic Optimization Models," Economics Working Paper Archive 461, The Johns Hopkins University,Department of Economics, revised Nov 2001.
- Item repec:dgr:eureir:2001250 is not listed on IDEAS anymore
- Item repec:dgr:eureir:2001249 is not listed on IDEAS anymore