Report NEP-ETS-2003-07-10
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:
- Schlicht, Ekkehart, 2003, "Estimating Time-Varying Coefficients With the VC Program," Discussion Papers in Economics, University of Munich, Department of Economics, number 34, Jun.
- Item repec:dgr:eureir:2003322 is not listed on IDEAS anymore
- Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers, CIRANO, number 2003s-33, Mar.
- Komlos, John & Flandreau, Marc, 2002, "Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market," Discussion Papers in Economics, University of Munich, Department of Economics, number 8, Mar.
Printed from https://ideas.repec.org/n/nep-ets/2003-07-10.html