Report NEP-ETS-2003-04-21This 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.
The following items were announced in this report:
- Bødskov Andersen, Allan & Wagener, Tom, 2002. "Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an application to the 3M Euribor futures option prices," Working Paper Series 0198, European Central Bank.
- Item repec:dgr:eureir:2003318 is not listed on IDEAS anymore
- Yann Schorderet, 2003. "Asymmetric Cointegration," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2003.01, Institut d'Economie et Econométrie, Université de Genève.
- Olivier Basdevant, 2003. "On applications of state-space modelling in macroeconomics," Reserve Bank of New Zealand Discussion Paper Series DP2003/02, Reserve Bank of New Zealand.
- Rob J. Hyndman & Muhammad Akram & Blyth Archibald, 2003. "Invertibility Conditions for Exponential Smoothing Models," Monash Econometrics and Business Statistics Working Papers 3/03, Monash University, Department of Econometrics and Business Statistics.
- B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics.
- Peter Hansen, 2002. "On the Estimation of Reduced Rank Regressions," Working Papers 2002-08, Brown University, Department of Economics.
- Peter Hansen, 2002. "Generalized Reduced Rank Regression," Working Papers 2002-02, Brown University, Department of Economics.