Printed from https://ideas.repec.org/n/nep-ets/2003-03-19.html
Report NEP-ETS-2003-03-19
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:
- Shiqing Ling & Michael McAleer, 2003, "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-205, Mar.
- Item repec:dgr:eureri:2003292 is not listed on IDEAS anymore
- Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003, "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 9571, Mar.
- Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2003, "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws031126, Feb.
- Remco T. Peters & Robin G. de Vilder, 2002, "The S&P500 future index as a time changed Brownian motion," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2002-06.