Printed from https://ideas.repec.org/n/nep-ets/2001-08-15.html
Report NEP-ETS-2001-08-15
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:
- Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2001, "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 703.
- Lawrence J. Christiano & Robert J. Vigfusson, 2001, "Maximum likelihood in the frequency domain: the importance of time-to-plan," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0106, DOI: 10.26509/frbc-wp-200106.
- Peter Reinhard Hansen, 2001, "An Unbiased and Powerful Test for Superior Predictive Ability," Working Papers, Brown University, Department of Economics, number 2001-06.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Integrated OU Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W1, May.
- Item repec:wop:cirano:2001s46 is not listed on IDEAS anymore
- L. Ingber & C. Chen & R.P. Mondescu & D. Muzzall & M. Renedo, 2001, "Probability tree algorithm for general diffusion processes," Lester Ingber Papers, Lester Ingber, number 01pt.
- Asger Lunde & Peter Reinhard Hansen, 2001, "A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?," Working Papers, Brown University, Department of Economics, number 2001-04.