Report NEP-ETS-2001-10-16

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute.
• Blix, Mårten & Sellin, Peter, 2000. "A Bivariate Distribution for Inflation and Output Forecasts," Working Paper Series 102, Sveriges Riksbank (Central Bank of Sweden).
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers 2001-W16, Economics Group, Nuffield College, University of Oxford.
• Heino Bohn Nielsen, 2001. "An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports," Discussion Papers 01-01, University of Copenhagen. Department of Economics.
• Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Higher order variation and stochastic volatility models," Economics Papers 2001-W8, Economics Group, Nuffield College, University of Oxford.
• Bent Nielsen, 2001. "Asymptotic properties of least squares statistics in general vector autoregressive models," Economics Papers 2001-W9, Economics Group, Nuffield College, University of Oxford.
• Item repec:dgr:uvatin:20010078 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Realised power variation and stochastic volatility models," Economics Papers 2001-W18, Economics Group, Nuffield College, University of Oxford.
• Villani, Mattias, 1999. "Bayesian Prediction with a Cointegrated Vector Autoregression," Working Paper Series 97, Sveriges Riksbank (Central Bank of Sweden).
• H. Peter Boswijk, 2001. "Testing for a Unit Root with Near-Integrated Volatility," Tinbergen Institute Discussion Papers 01-077/4, Tinbergen Institute.