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Report NEP-ETS-2003-03-14
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:
- Kilian, Lutz & Inoue, Atsushi, 2002, "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3671, Dec.
- Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002, "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3377, May.
- Timmermann, Allan & Granger, Clive, 2002, "Efficient Market Hypothesis and Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3593, Oct.