Report NEP-ETS-2004-08-23

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:iim:iimawp:2004-02-04 is not listed on IDEAS anymore

• Matthias Hagmann & Olivier Scaillet, 2004, "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 25, Sep.
• Jushan Bai & Serena Ng, 2004, "Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor," Econometrics, University Library of Munich, Germany, number 0408006, Aug.
• McCAUSLAND, William J., 2004, "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2004.
• John Hunter & Christos Ioannidis, 2004, "Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 122, Sep.
• Jushan Bai & Serena Ng, 2004, "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics, University Library of Munich, Germany, number 0408007, Aug.
• Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004, "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings, Econometric Society, number 158, Aug.
• Nicholas Taylor, 2004, "A New Econometric Model Of Index Arbitrage," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 69, Sep.
• Item repec:dgr:uvatin:20040067 is not listed on IDEAS anymore

• Muneya Matsui & Akimichi Takemura, 2004, "Some Improvements in Numerical Evaluation of Symmetric Stable Density and its Derivatives," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-292, Aug.
• Item repec:dgr:uvatin:20040056 is not listed on IDEAS anymore

Report NEP-ETS-2004-08-23

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: