Printed from https://ideas.repec.org/n/nep-ets/2007-01-13.html
Report NEP-ETS-2007-01-13
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:cdl:ucsdec:2005-12 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2006-10 is not listed on IDEAS anymore
- Peter C.B. Phillips & Donggyu Sul, 2007, "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1595, Jan.
- Peter C.B. Phillips & Jun Yu, 2007, "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1596, Jan.
- Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
- Peter C.B. Phillips & Jun Yu, 2007, "Information Loss in Volatility Measurement with Flat Price Trading," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1598, Jan.
- Chirok Han & Peter C.B. Phillips, 2007, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1599, Jan.
- Timothy J. Halliday, 2006, "Testing for State Dependence with Time-Variant Transition Probabilities," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200614, Dec.
- Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.
- Caporin Massimiliano & Paruolo Paolo, 2005, "Spatial effects in multivariate ARCH," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0501, May.
- Fonseca Giovanni, 2005, "Stability conditions for a Piecewise Deterministic Markov Process," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0502, May.
- Item repec:pse:psecon:2006-49 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp581 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp582 is not listed on IDEAS anymore
- Marcel Scharth & Marcelo Cunha Medeiros, 2006, "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 532, Nov.
- Chuan Goh, 2007, "Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap," Working Papers, University of Toronto, Department of Economics, number tecipa-274, Jan.