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Report NEP-ETS-2003-01-12
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:
- Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002, "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 145, Dec.
- Harvey, A. & TTrimbur, T. & van Dijk, H., 2003, "Cyclical Components in Economic Time Series: a Bayesian Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0302, Jan.
- Hwang. S. & Pedro L. Valls Pereira, 2003, "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_48, Oct.