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Report NEP-ECM-1999-02-08
This 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.Subscribe to this report: email or RSS Other reports in NEP-ECM
The following items were anounced in this report:
Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999.
"A simple variable selection technique for nonlinear models Working Paper Series in Economics and Finance
296, Stockholm School of Economics, revised 06 Apr 2000.
Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, .
"Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise Working Papers
9806, Department of Economics, University of Glasgow.
[Downloadable!] Lyhagen, Johan & Forsberg, Lars, 1999.
"Starting values in estimation of cointegrating vectors with restrictions Working Paper Series in Economics and Finance
297, Stockholm School of Economics.
Geert Bekaert & Jun Liu, 1999.
"Conditioning Information and Variance Bounds on Pricing Kernels NBER Working Papers
6880, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Karlsson, Sune & Löthgren, Mickael, 1999.
"On the power and interpretation of panel unit root tests Working Paper Series in Economics and Finance
299, Stockholm School of Economics.
[Downloadable!] This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .