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Report NEP-ETS-2003-04-02
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:dgr:eureir:2003315 is not listed on IDEAS anymore
- Viliam Druska & William C. Horrace, 2003, "Generalized Moments Estimation for Panel Data," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0291, Mar.
- Pérez, Ana & Ruiz Ortega, Esther, 2001, "Properties of the sample autocorrelations in autoregressive stochastic volatllity models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws011208, Jan.
- Felix Chan & Michael McAleer, 2003, "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-216, Mar.
- Peter Verhoeven & Michael McAleer, 2003, "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-211, Mar.
- Heino Bohn Nielsen, 2003, "Cointegration Analysis in the Presence of Outliers," Discussion Papers, University of Copenhagen. Department of Economics, number 03-05, Mar.
- Zonglu He & Koichi Maekawa & Michael McAleer, 2003, "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-215, Mar.
- H. Peter Boswijk & Jurgen Doornik, 2003, "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W10, Jan.