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Report NEP-ETS-2002-02-15
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:
- Leachman, Lori L., 2001, "Multicointegration, Sustainability of Fiscal Practices and the Role of Fiscal Institutions," Working Papers, Duke University, Department of Economics, number 01-04.
- Daniel G. Sullivan, 2001, "A note on the estimation of linear regression models with Heteroskedastic measurement errors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-01-23.
- E A Akkerman, 2002, "The use of the new MATLAB Financial Kit for development of economical and financial models," Computer Programs, University Library of Munich, Germany, number 0201001, revised .
- Item repec:fmg:fmgdps:dp0397 is not listed on IDEAS anymore
- Douglas Hodgson, 2002, "Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 146, Jan.
- Item repec:fip:fedfap:2000-21 is not listed on IDEAS anymore
- Item repec:fth:vander:01-w29 is not listed on IDEAS anymore
- Rómulo Chumacero, 2001, "Testing for unit roots using economics," Working Papers Central Bank of Chile, Central Bank of Chile, number 102, Jul.
- Item repec:fip:fedlwp:2001-019a is not listed on IDEAS anymore
- Naoto Kunitomo & Makoto Takaoka, 2002, "On RegARIMA Model, RegSSARMA Model and Seasonality," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-146, Jan.
- Rómulo Chumacero, 2001, "Estimating ARMA Models Efficiently," Working Papers Central Bank of Chile, Central Bank of Chile, number 92, Apr.
- Raimundo Soto & Matías Tapia, 2001, "Seasonal cointegration and the stability of the demand for money," Working Papers Central Bank of Chile, Central Bank of Chile, number 103, Jul.
- Mark W. French, 2001, "Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-44.
- Item repec:fip:fedlwp:2000-032b is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2001-022a is not listed on IDEAS anymore
- Hjelm, Göran & Johansson, Martin W, 2002, "A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models," Working Papers, Lund University, Department of Economics, number 2002:3, Feb.
- Piotr Kokoszka & Michael Wolf, 2002, "Subsampling the mean of heavy-tailed dependent observations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 600, Feb.