Printed from https://ideas.repec.org/n/nep-ecm/2002-10-08.html
Report NEP-ECM-2002-10-08
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:
- Brännäs, Kurt, 2002, "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," Umeå Economic Studies, Umeå University, Department of Economics, number 592, Oct.
- Roland G. Shami & Catherine S. Forbes, 2002, "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/02, Aug.
- Item repec:wop:calsdi:2000-06r is not listed on IDEAS anymore
- Kabir K. Dutta & David F. Babbel, 2002, "On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-25, Jun.
- Item repec:wop:calsdi:2002-15 is not listed on IDEAS anymore
- A. Sancetta & Satchell, S.E., 2002, "New Test Statistics for Market Timing with Application to Emerging markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0222, Sep.
- Francis X. Diebold & Canlin Li, 2002, "Forecasting the Term Structure of Government Bond Yields," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-34, Aug.
- Kabir K. Dutta & David F. Babbel, 2002, "Extracting Probabilistic Information from the Prices of Interest Rate Options: Tests of Distributional Assumptions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-26, Jun.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-27, Jul.
- Item repec:wop:calsdi:2002-14 is not listed on IDEAS anymore
- Friedrich Fritzer & Gabriel Moser & Johann Scharler, 2002, "Forecasting Austrian HICP and its Components using VAR and ARIMA Models," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 73, Aug.