Report NEP-ETS-2003-10-28

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:

• Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
• Item repec:cdl:ucsdec:2003-07 is not listed on IDEAS anymore

• Christopher F. Baum, 2003. "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics 581, Boston College Department of Economics.
• Item repec:cdl:ucsdec:2003-06 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2003-12 is not listed on IDEAS anymore

• Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).
• Martin Charron, "undated". "The fair value of the U.S. stock market: A structural VECM approach," Working Papers-Department of Finance Canada 2001-09, Department of Finance Canada.
• Whitney K. Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Maurice J.G. Bun & Franc J.G.M. Klaassen, 2003. "The Importance of Accounting for Time Trends when Estimating the Euro Effect on Trade," Tinbergen Institute Discussion Papers 03-086/2, Tinbergen Institute, revised 14 Oct 2004.
• Item repec:cte:wsrepe:ws035212 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2003-11 is not listed on IDEAS anymore

• Michael R. Pakko, 2004. "A spectral analysis of the cross-country consumption correlation puzzle," Working Papers 2003-023, Federal Reserve Bank of St. Louis.
• Item repec:cdl:ucsdec:2003-14 is not listed on IDEAS anymore

• Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo, 2002. "Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies," Computing in Economics and Finance 2002 239, Society for Computational Economics.
• Min-Hsien Chiang & Chihwa Kao, 2002. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002 60, Society for Computational Economics.
• Luisa Nieto & Mª Dolores Robles Fernández & Ángeles Fernández, 2002. "Linear and Nonlinear Intraday Dynamics between the Eurostoxx-50," Documentos de Trabajo del ICAE 0208, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos de Trabajo del ICAE 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis.