Report NEP-ECM-1998-10-02This 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.
The following items were announced in this report:
- David M. Mandy & Carlos Martins-Filho, 1998. "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics, EconWPA 9805001, EconWPA.
- William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics, EconWPA 9805003, EconWPA.
- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics, EconWPA 9802003, EconWPA, revised 21 Jun 1999.
- Mark Dwyer, 1998. "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics, EconWPA 9808001, EconWPA.
- Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics, EconWPA 9805004, EconWPA.
- Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics, EconWPA 9804001, EconWPA, revised 31 Jul 1999.