Printed from https://ideas.repec.org/n/nep-ets/2002-08-16.html
Report NEP-ETS-2002-08-16
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:
- Item repec:wop:calsdi:2002-13 is not listed on IDEAS anymore
- George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0278, Aug.
- Item repec:wop:calsdi:2002-12 is not listed on IDEAS anymore
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0279, Aug.
- Joseph P. Romano & Michael Wolf, 2002, "Improved nonparametric confidence intervals in time series regressions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 635, Jul.
- Moschini, GianCarlo & Myers, Robert J., 2002, "Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate Garch Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 1945, Dec.