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Report NEP-ETS-2003-06-16
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:
- Marrocu, Emanuela & Gianna Boero, 2003, "The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 147, Jun.
- Strachan, Rodney & Brett Inder, 2003, "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 197, Jun.
- Yates, Tony & Richard Harrison & George Kapetanios, 2003, "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 225, Jun.
- P. Girardello & Orietta Nicolis & Giovanni Tondini, 2002, "Comparing conditional variance models: Theory and empirical evidence," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2002-08, Jan.
- Silvia Gonçalves & Lutz Kilian, 2003, "Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO, number 2003s-28, May.