Printed from https://ideas.repec.org/n/nep-ets/2002-11-28.html
Report NEP-ETS-2002-11-28
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:
- Dmitri Koulikov, 2002, "Modeling Sequences of Long Memory Positive Weakly Stationary Random Variables," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 493, Aug.
- Item repec:dgr:eureri:2002263 is not listed on IDEAS anymore
- Luciano Gutierrez, 2002, "On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111," Econometrics, University Library of Munich, Germany, number 0211003, Nov, revised 20 May 2003.
- Item repec:han:dpaper:dp-266 is not listed on IDEAS anymore
- Item repec:dgr:eureir:2002293 is not listed on IDEAS anymore