Report NEP-ECM-2001-10-22

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:dgr:eureir:2000193 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000188 is not listed on IDEAS anymore

• Byström, Hans, 2001. "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers 2001:18, Lund University, Department of Economics.
• Giovanni Forchini, "undated". "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers 01/12, Department of Economics, University of York.
• Item repec:dgr:kubcen:200174 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000201 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2001212 is not listed on IDEAS anymore

• Item repec:rea:inrawp:20 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200175 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000205 is not listed on IDEAS anymore

• O. Scaillet, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," THEMA Working Papers 2001-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Item repec:dgr:eureir:2000209 is not listed on IDEAS anymore

• Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
• Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers 8554, National Bureau of Economic Research, Inc.
• Item repec:dgr:eureir:2000192 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2000204 is not listed on IDEAS anymore

• Soren Johansen & Katarina Juselius, 2001. "Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data," Discussion Papers 01-03, University of Copenhagen. Department of Economics.
• Item repec:dgr:eureir:2000197 is not listed on IDEAS anymore