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Report NEP-ETS-1999-09-01
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: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Simón Sosvilla-Rivero & Irene Olloqui, , "Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries," Studies on the Spanish Economy, FEDEA, number 53.
- Gabriele Fiorentini & Angel León & Gonzalo Rubio, , "Short-term options with stochastic volatility: Estimation and empirical performance," Studies on the Spanish Economy, FEDEA, number 02.
- M.T. Alguacil & V. Orts, , "A multivariate cointegrated model testing for temporal causality between exports and outward FDI: The Spanish case," Studies on the Spanish Economy, FEDEA, number 50.