Report NEP-ETS-2001-10-16

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Item repec:dgr:uvatin:20010085 is not listed on IDEAS anymore

• Blix, Mårten & Sellin, Peter, 2000, "A Bivariate Distribution for Inflation and Output Forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 102, Feb.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W16, Aug.
• Heino Bohn Nielsen, 2001, "An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports," Discussion Papers, University of Copenhagen. Department of Economics, number 01-01, Jan.
• Bent Nielsen, 2001, "Order determination in general vector autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W10, Jul.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Higher order variation and stochastic volatility models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W8, Jul.
• Bent Nielsen, 2001, "Asymptotic properties of least squares statistics in general vector autoregressive models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W9, Jul.
• Item repec:dgr:uvatin:20010078 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Realised power variation and stochastic volatility models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W18, Oct.
• Villani, Mattias, 1999, "Bayesian Prediction with a Cointegrated Vector Autoregression," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 97, Oct.
• Item repec:dgr:uvatin:20010077 is not listed on IDEAS anymore

Report NEP-ETS-2001-10-16

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: