Report NEP-ETS-2001-02-14This 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.
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 0004007, University Library of Munich, Germany.
- Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, University Library of Munich, Germany.
- Alexei Krouglov, 2000. "Time-Space Model of Business Fluctuations," Macroeconomics 0004008, University Library of Munich, Germany.
- William A. Barnett & Yijun He, 2000. "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics 0004021, University Library of Munich, Germany.