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Report NEP-ETS-2005-02-06
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:
- Francisco Peñaranda, 2004. "Are Vector Autoregressions an Accurate Model for Dynamic Asset Allocation?," Working Papers wp2004_0419, CEMFI.
- Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
- Item repec:uba:hadfwe:trend-garch-bauer_2005-02 is not listed on IDEAS anymore
- Xiaohong Chen & Yanqin Fan, 2002. "Estimation of Copula-Based Semiparametric Time Series Models," Vanderbilt University Department of Economics Working Papers 0226, Vanderbilt University Department of Economics, revised Oct 2004.