Printed from https://ideas.repec.org/n/nep-ets/2001-02-21.html
Report NEP-ETS-2001-02-21
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:
- Patrick Marsh, , "Edgeworth Expansions in Gaussian Autoregression," Discussion Papers, Department of Economics, University of York, number 00/58.
- Giovanni Forchini & Patrick Marsh, , "Exact Inference for the Unit Root Hypothesis," Discussion Papers, Department of Economics, University of York, number 00/54.
- Item repec:qmw:qmwecw:wp429 is not listed on IDEAS anymore
- Hao Zhou, 2000, "A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-45.
- Item repec:qmw:qmwecw:wp428 is not listed on IDEAS anymore
- Patrick Marsh, , "Saddlepoint Approximations in Non-Stationary Time Series," Discussion Papers, Department of Economics, University of York, number 00/57.