Printed from https://ideas.repec.org/n/nep-ets/2004-04-25.html
Report NEP-ETS-2004-04-25
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:
- Item repec:dgr:uvatin:20030091 is not listed on IDEAS anymore
- Michel Normandin, 2003, "Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 03-08, Nov.
- Item repec:dgr:uvatin:20040015 is not listed on IDEAS anymore
- George Kapetanios & Yongcheol Shin, 2000, "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 60, Jul.
- Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999, "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 46, Feb.
- Item repec:dgr:uvatin:20040016 is not listed on IDEAS anymore
- Manuel Arellano, 2003, "Modelling Optimal Instrumental Variables for Dynamic Panel Data Models," Working Papers, CEMFI, number wp2003_0310.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999, "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 44, Apr.
- Item repec:dgr:uvatin:20030088 is not listed on IDEAS anymore