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Report NEP-ETS-2003-09-14
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:
- T Yamagata, 2003, "A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 0328.
- Eric Hillebrand & Gunther Schnabl, 2003, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers, Department of Economics, Louisiana State University, number 2003-09, Sep.
- Maria Helena Lopes Moreira da Veiga, 2003, "Forecasting Volatility Using A Continuous Time Model," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 584.03, Sep.
- Item repec:dgr:rugsom:03a27 is not listed on IDEAS anymore
- Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003, "The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis," International Trade, University Library of Munich, Germany, number 0309018, Sep.