Printed from https://ideas.repec.org/n/nep-ecm/2002-09-21.html
Report NEP-ECM-2002-09-21
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:
- He, Changli & Teräsvirta, Timo & González, Andres, 2002, "Testing parameter constancy in stationary vector autoregressive models against continuous change," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 507, Aug, revised 11 Jul 2005.
- Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002, "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 508, Sep.
- He, Changli & Teräsvirta, Timo, 2002, "An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 509, Sep.
- Susan Athey & Guido W. Imbens, 2002, "Identification and Inference in Nonlinear Difference-In-Differences Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0280, Sep.