Report NEP-ETS-2002-12-02

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:qmw:qmwecw:wp467 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp465 is not listed on IDEAS anymore

• He, Changli & Teräsvirta, Timo, 2002, "An application of the analogy between vector ARCH and vector random coefficient autoregressive models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 516, Nov.
• Item repec:qmw:qmwecw:wp468 is not listed on IDEAS anymore

• R. A. L. Carter & A. Zellner, 2002, "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20025.
• Item repec:qmw:qmwecw:wp475 is not listed on IDEAS anymore

• Eliasson, Ann-Charlotte & Teräsvirta, Timo, 2002, "Error correction in DHSY," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 517, Nov.
• Item repec:qmw:qmwecw:wp466 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp470 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20020068 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp472 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp469 is not listed on IDEAS anymore

• Jun Yu & Zhenlin Yang & Xibin Zhang, 2002, "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/02, Nov.
• Item repec:qmw:qmwecw:wp474 is not listed on IDEAS anymore

• Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J., 2002, "Common factors in conditional distributions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 515, Nov.
• Item repec:qmw:qmwecw:wp464 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp473 is not listed on IDEAS anymore

Report NEP-ETS-2002-12-02

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: