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Report NEP-ETS-2007-07-07
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:
- Helmut Luetkepohl, 2007, "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2007/11.
- Christian Kascha, 2007, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers, European University Institute, number ECO2007/12.
- Christian Conrad, 2007, "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-162, Apr, DOI: 10.3929/ethz-a-005390226.
- Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007, "The Levy sections theorem: an application to econophysics," MPRA Paper, University Library of Munich, Germany, number 3810, Jul.