Printed from https://ideas.repec.org/n/nep-ets/2003-04-09.html
Report NEP-ETS-2003-04-09
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:
- Bent Nielsen, 2003, "Correlograms for non-stationary autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W11, Apr.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, , "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers, FEDEA, number 2003-09.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003, "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0292, Apr.