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Report NEP-ETS-2002-06-24
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:
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002, "Alternative Models for Stock Price Dynamics," CIRANO Working Papers, CIRANO, number 2002s-58, Jun.
- Ulrich K. Müller & Graham Elliott, 2001, "Tests for Unit Roots and the Initial Observation," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-02, Dec.
- Elena Andreou & Eric Ghysels, 2002, "Tests for Breaks in the Conditional Co-movements of Asset Returns," CIRANO Working Papers, CIRANO, number 2002s-59, Jun.