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Report NEP-ETS-2004-08-31
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:
- Peter CLAEYS, 2004, "Monetary and budgetary policy interaction: an SVAR analysis of stabilisation policies in monetary union," Economics Working Papers, European University Institute, number ECO2004/22.
- T. Van Gestel & B. Baesens & J. A.K. Suykens & D. Van Den Poel & D.-E. Baestaens & Bm. Willekens, 2004, "Bayesian Kernel-Based Classification for Financial Distress Detection," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/247, May.
- Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004, "Stochastic Volatility with Leverage: Fast Likelihood Inference," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-297, Aug.
- Wayne E. Ferson & Andrea Heuson & Tie Su, 2004, "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 10689, Aug.