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Report NEP-ETS-2001-02-14
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:
- Y.K. Tse & Albert K.C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics, University Library of Munich, Germany, number 0004007, Nov.
- Hannes Leeb & Benedikt Poetscher, 1999, "The variance of an integrated process need not diverge to infinity," Econometrics, University Library of Munich, Germany, number 9907001, Jul.
- Alexei Krouglov, 2000, "Time-Space Model of Business Fluctuations," Macroeconomics, University Library of Munich, Germany, number 0004008, May.
- William A. Barnett & Yijun He, 2000, "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0004021, Sep.