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Report NEP-ETS-2002-06-13
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:
- Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_03, Feb.
- Gallant, A. Ronald & Tauchen, George, 2002, "Simulated Score Methods and Indirect Inference for Continuous-time Models," Working Papers, Duke University, Department of Economics, number 02-09.
- Engsted, Tom & Tanggaard, Carsten, 2002, "The comovement of US and UK stock markets," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 02-1, Jan.
- Item repec:dgr:eureri:2002156 is not listed on IDEAS anymore
- Franco Bevilacqua & Adriaan van Zon, 2002, "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness, number geewp22, May.
- Item repec:ehu:biltok:200202 is not listed on IDEAS anymore
- Yacine Ait-Sahalia, 2002, "Closed-Form Likelihood Expansions for Multivariate Diffusions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8956, May.
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002, "Approximating a Sequence of Approximations by a Simple Process," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1345, Mar.
- David E. A. Giles, 2002, "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers, Department of Economics, University of Victoria, number 0203, May.
- Bo E. Honoré, 2002, "Non-linear models with panel data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/02, Jul.
- Dietmar Bauer & Martin Wagner, 2002, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0204, May.
- Stephen Bond, 2002, "Dynamic panel data models: a guide to microdata methods and practice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/02, Apr.
- Eilon Solan & Nicolas Vieille, 2002, "Perturbed Markov Chains," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1342, Mar.
- Nikolaus A. Siegfried, 2002, "An information-theoretic extension to structural VAR modelling," Econometrics, University Library of Munich, Germany, number 0203005, Mar.
- Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002, "Alternative Models for Stock Price Dynamic," Working Papers, Duke University, Department of Economics, number 02-03.