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Report NEP-ETS-2008-03-01
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:ucsbec:09-07 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2007-08 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp200808 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00259193_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00259225_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00259238_v1 is not listed on IDEAS anymore
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-15, Dec.
- Cristina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers, NIPE - Universidade do Minho, number 03/2008.