NEP-ECM-1999-07-12

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-1999-07-12

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.

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Other reports in NEP-ECM

The following items were anounced in this report:

Mehmet Caner & Lutz Kilian, 1999. "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work," Computing in Economics and Finance 1999 511, Society for Computational Economics. [Downloadable!]
Christopher T. Downing, 1999. "Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models," Computing in Economics and Finance 1999 111, Society for Computational Economics. [Downloadable!]
Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics. [Downloadable!]
Maria Odejar, 1999. "Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods," Computing in Economics and Finance 1999 822, Society for Computational Economics. [Downloadable!]
J. Guillermo Llorente & J. del Hoyo, 1999. "Specification Search and Stability Analysis," Computing in Economics and Finance 1999 642, Society for Computational Economics. [Downloadable!]
Esben P. Hoeg, 1999. "Estimation and Computation of Long-Memory Continuous-Time Models," Computing in Economics and Finance 1999 1242, Society for Computational Economics. [Downloadable!]
Asli Ogunc & Dek Terrell & R. Carter Hill, 1999. "Bayesian Analysis of Econometrics Systems with Discrete Variables and Inequality Constraints," Computing in Economics and Finance 1999 834, Society for Computational Economics. [Downloadable!]
Simone Manganelli & Robert F. Engle, 1999. "Modeling a Time-Varying Order Statistic," Computing in Economics and Finance 1999 952, Society for Computational Economics. [Downloadable!]
Francesc Marmol & Juan J. Dolado, 1999. "Asymptotic Inference for Nonstationary Fractionally Integrated Processes," Computing in Economics and Finance 1999 513, Society for Computational Economics.
William McCausland, 1999. "Using the BACC Software for Bayesian Inference," Computing in Economics and Finance 1999 833, Society for Computational Economics.
Marius Ooms & Björn de Groot & Siem Jan Koopman, 1999. "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999 312, Society for Computational Economics. [Downloadable!]

This page was last updated on 2009-11-29.

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