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Report NEP-ECM-1999-02-22
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:
Eric Zivot, 1998.
"Cointegration and Forward and Spot Exchange Rate Regressions ,"
Econometrics
9812001, EconWPA.
[Downloadable!] Söderberg, Hans & Lyhagen, Johan, 1999.
"Testing for Independence in Multivariate Duration Models ,"
Working Paper Series in Economics and Finance
302, Stockholm School of Economics.
[Downloadable!] Yin-Wong Cheung & Menzie D. Chinn, 1999.
"Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys ,"
NBER Working Papers
6926, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Daniel S. Hamermesh, 1999.
"The Art of Labormetrics ,"
NBER Working Papers
6927, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Frank Kleibergen & Eric Zivot, 1998.
"Bayesian and Classical Approaches to Instrumental Variables Regression ,"
Econometrics
9812002, EconWPA.
[Downloadable!] Marc-Etienne BRACHET & Erik TAFLIN & Jean Marcel TCHEOU, 1999.
"Scaling transformation and probability distributions for financial time series ,"
GE, Growth, Math methods
9901003, EconWPA.
[Downloadable!] Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999.
"A Simple Linear Time Series Model with Misleading Nonlinear Properties ,"
Working Paper Series in Economics and Finance
300, Stockholm School of Economics.
Andersson, Jonas & Lyhagen, Johan, 1999.
"A long memory panel unit root test: PPP revisited ,"
Working Paper Series in Economics and Finance
303, Stockholm School of Economics.
[Downloadable!] Jeffrey A. Mills & Sourushe Zandvakili, 1999.
"Statistical Inference via Bootstrapping for Measures of Inequality ,"
Macroeconomics
9902003, EconWPA.
[Downloadable!] Francis X. Diebold & Lutz Kilian, 1999.
"Unit Root Tests Are Useful for Selecting Forecasting Models ,"
NBER Working Papers
6928, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2008-11-16.
This information is provided to you by 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 .