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Report NEP-ETS-2000-02-14
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:
- Philip Rothman & Dick van Dijk & Philip Hans Franses, 1999, "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers, East Carolina University, Department of Economics, number 9913, Nov.
- Richard Blundell & Stephen Bond, 1999, "GMM estimation with persistent panel data: an application to production functions," IFS Working Papers, Institute for Fiscal Studies, number W99/04, Feb.
- Philip Rothman, 1999, "Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric," Working Papers, East Carolina University, Department of Economics, number 9904, Mar.
- He, Changli, 2000, "Moments and the Autocorrelation Structure of the Exponential GARCH(p,q) Process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 359, Feb.