Report NEP-ETS-2002-08-16

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:

• Item repec:wop:calsdi:2002-13 is not listed on IDEAS anymore

• George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc.
• Item repec:wop:calsdi:2002-12 is not listed on IDEAS anymore

• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc.
• Joseph P. Romano & Michael Wolf, 2002. "Improved nonparametric confidence intervals in time series regressions," Economics Working Papers 635, Department of Economics and Business, Universitat Pompeu Fabra.
• Moschini, GianCarlo & Myers, Robert J., 2002. "Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate Garch Approach," Staff General Research Papers Archive 1945, Iowa State University, Department of Economics.