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Report NEP-ETS-2001-12-04
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:
- Aguilar, Javiera, 1999, "GARCH, Implied Volatilities and Implied Distributions: An Evaluation for Forecasting Purposes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 88, Aug.
- Boswijk, H.P., 2000, "Testing for a Unit Root with Near-Integrated Volatility," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-09.
- Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000, "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-10.
- Donald W.K. Andrews & Yixiao Sun, 2001, "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1293, Feb.