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Report NEP-ETS-2003-10-28
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:
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005, "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers, Federal Reserve Bank of St. Louis, number 2003-021, DOI: 10.20955/wp.2003.021.
- Item repec:cdl:ucsdec:2003-07 is not listed on IDEAS anymore
- Christopher F. Baum, 2003, "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics, Boston College Department of Economics, number 581, Oct.
- Item repec:cdl:ucsdec:2003-06 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2003-12 is not listed on IDEAS anymore
- Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003, "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 470, Oct.
- Martin Charron, , "The fair value of the U.S. stock market: A structural VECM approach," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2001-09.
- Whitney K. Newey & Richard Smith, 2003, "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/03, Jun.
- Item repec:dgr:uvatin:20030086 is not listed on IDEAS anymore
- Item repec:cte:wsrepe:ws035212 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2003-11 is not listed on IDEAS anymore
- Michael R. Pakko, 2004, "A spectral analysis of the cross-country consumption correlation puzzle," Working Papers, Federal Reserve Bank of St. Louis, number 2003-023, DOI: 10.20955/wp.2003.023.
- Item repec:cdl:ucsdec:2003-14 is not listed on IDEAS anymore
- Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo, 2002, "Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies," Computing in Economics and Finance 2002, Society for Computational Economics, number 239, Jul.
- Min-Hsien Chiang & Chihwa Kao, 2002, "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 60, Jul.
- Luisa Nieto & Mª Dolores Robles Fernández & Ángeles Fernández, 2002, "Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0208.
- Pilar Abad & Alfonso Novales, 2002, "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0220.
- Hui Guo & Robert Savickas, 2003, "Does idiosyncratic risk matter: another look," Working Papers, Federal Reserve Bank of St. Louis, number 2003-025, DOI: 10.20955/wp.2003.025.