Printed from https://ideas.repec.org/n/nep-ets/2003-05-15.html
Report NEP-ETS-2003-05-15
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:
- Gusztav Morvai & Benjamin Weiss, 2002, "Forecasting for stationary times series," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp300, Oct.
- Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003, "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/23.
- Majocchi Antonio & Pavione Enrica, 2002, "International franchising in Italy: trends and perspectives," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0215, Sep.
- Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002, "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 02-14, May.
- David S. Bates, 2003, "Maximum Likelihood Estimation of Latent Affine Processes," NBER Working Papers, National Bureau of Economic Research, Inc, number 9673, May.
- Omtzigt Pieter & Fachin Stefano, 2002, "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0212, Oct.
- Jaime A. Londoño, 2003, "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics, University Library of Munich, Germany, number 0305002, May, revised 16 Feb 2004.
- Paruolo Paolo, 2002, "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0216, Dec.
- Konstantin A. KHOLODILIN, 2002, "Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002042, Nov.
- Omtzigt Pieter, 2002, "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0213, Oct.
- Christiansen, Charlotte, 2002, "Regime Switching in the Yield Curve," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 02-13, May.