Report NEP-ECM-1999-03-08This 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:
- Item repec:dgr:kubcen:19999 is not listed on IDEAS anymore
- Andersson, Michael K. & Karlsson, Sune, 1999. "Bootstrapping Error Component Models," Working Paper Series in Economics and Finance 304, Stockholm School of Economics, revised 30 Jun 2000.
- Item repec:dgr:kubcen:19998 is not listed on IDEAS anymore
- Durbin, J. & Koopman, S.J.M., 1998. "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper 1998-142, Tilburg University, Center for Economic Research.
- Torben Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," NBER Working Papers 6961, National Bureau of Economic Research, Inc.
- Marjorie Flavin, 1999. "Robust Estimation of the Joint Consumption / Asset Demand Decision," NBER Working Papers 7011, National Bureau of Economic Research, Inc.
- Andersson, Michael K., 1999. "A Normality Test for the Mean Estimator," Working Paper Series in Economics and Finance 310, Stockholm School of Economics.