Printed from https://ideas.repec.org/n/nep-ets/2003-06-04.html
Report NEP-ETS-2003-06-04
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:imf:imfwpa:0373 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:0352 is not listed on IDEAS anymore
- BONTEMPS, Christian & MEDDAHI, Nour, 2002, "Testing Normality : A GMM Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-14.
- Jo Thori Lind, 2002, "Small continuous surveys and the Kalman filter," Discussion Papers, Statistics Norway, Research Department, number 333, Nov.
- Judith A. Clarke & Sadaf Mirza, 2003, "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0305, May.
- Benoit Pochard & Jean-Philippe Bouchaud, 2002, "The skewed multifractal random walk with applications to option smiles," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0204047, Apr.
- Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003, "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers, Statistics Norway, Research Department, number 345, Mar.
- GONÇALVES, Silvia & KILIAN, Lutz, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-01.
- Item repec:emo:wp2003:0303 is not listed on IDEAS anymore
- Jean-Philippe Bouchaud, 2002, "An introduction to statistical finance," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 313238, Jan.
- MOON, Hyungsik Roger & PERRON, Benoit., 2002, "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-18.
- Laurent Laloux & Marc Potters & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 2002, "Reply to Johansen's comment," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0206368, Jun.
- Søren Johansen & Anders Rygh Swensen, 2003, "More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms," Discussion Papers, Statistics Norway, Research Department, number 348, Apr.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2002, "Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe03.
- Item repec:imf:imfwpa:0321 is not listed on IDEAS anymore