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Report NEP-ETS-2003-07-29
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:
- Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003, "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods, University Library of Munich, Germany, number 0307005, Jul.
- Andrzej Kociêcki, 2003, "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics, University Library of Munich, Germany, number 0307006, Jul.
- Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong, 2003, "On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models," Finance, University Library of Munich, Germany, number 0307012, Jul.
- Item repec:qmw:qmwecw:wp498 is not listed on IDEAS anymore
- Ekaterina VOSTROKNUTOVA, 2003, "Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization," Economics Working Papers, European University Institute, number ECO2003/16.
- K.P. Lim & M.J. Hinich & K.S. Liew, 2003, "GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market," Finance, University Library of Munich, Germany, number 0307013, Jul.
- Anindya BANERJEE & Paul MIZEN, 2003, "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers, European University Institute, number ECO2003/11.
- Venus Khim-sen Liew & Terence Tai- leung Chong, 2003, "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics, University Library of Munich, Germany, number 0307005, Jul.
- Venus Khim-sen Liew & Ahmad Zubaidi Baharumshah & Terence Tai-leung Chong, 2003, "Are Asian Real Exchange Rates Stationary?," International Finance, University Library of Munich, Germany, number 0307002, Jul, revised 01 Nov 2004.
- Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003, "How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0307004, Jul.
- Item repec:qmw:qmwecw:wp497 is not listed on IDEAS anymore
- Item repec:nus:nusewp:wp0306 is not listed on IDEAS anymore
- Liew Khim Sen & Mahendran Shitan, 2003, "The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0307003, Jul.
- Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003, "The Predictability of ASEAN-5 Exchange Rates," International Finance, University Library of Munich, Germany, number 0307004, Jul.
- Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003, "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance, University Library of Munich, Germany, number 0307005, Jul.