Report NEP-ECM-2000-01-24

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Other reports in NEP-ECM

The following items were anounced in this report:

• Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge. [Downloadable!]
• Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," UmeÃ¥ Economic Studies 521, Umeå University, Department of Economics. [Downloadable!]
• Nilanjana Roy, 1999. "Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence," Econometrics Working Papers 9913, Department of Economics, University of Victoria. [Downloadable!]
• de Luna, Xavier, 2000. "Prediction Inference for Time Series," UmeÃ¥ Economic Studies 519, Umeå University, Department of Economics. [Downloadable!]
• Tatsuya Kubokawa & M. S. Srivastava, 1999. "Prediction in Multivariate Mixed Linear Models with Equal Replications," CIRJE F-Series CIRJE-F-62, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Tatsuya Kubokawa, 1999. ""Random Effects and Restriction of Parameters: A Review"(in Japanese)," CIRJE J-Series CIRJE-J-18, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Kenneth D. West, 2000. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," NBER Technical Working Papers 0249, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Granger, C.W.J. & Pesaran, M. H., 1999. "Economic and Statistical Measures of Forecast Accuracy," Cambridge Working Papers in Economics 9910, Faculty of Economics, University of Cambridge. [Downloadable!]
• He, Changli & Teräsvirta, Timo & Malmsten, Hans, 1999. "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," Working Paper Series in Economics and Finance 345, Stockholm School of Economics.
• Löf, Mårten & Lyhagen, Johan, 1999. "Forecasting performance of seasonal cointegration models," Working Paper Series in Economics and Finance 336, Stockholm School of Economics. [Downloadable!]
• Michael Lechner, 1999. "Identification and Estimation of Causal Effects of Multiple Treatments Under the Conditional Independence Assumption," IZA Discussion Papers 91, Institute for the Study of Labor (IZA). [Downloadable!]
• Dhawan, Rajeev & Jochumzen, Peter, 1999. "Stochastic Frontier Production Function With Errors-In-Variables," Working Papers 1999:007, Lund University, Department of Economics. [Downloadable!]
• Knight, J. & Satchell, S., 1999. "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics 9911, Faculty of Economics, University of Cambridge. [Downloadable!]
• Larsson, Rolf & Lyhagen, Johan, 1999. "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Working Paper Series in Economics and Finance 331, Stockholm School of Economics. [Downloadable!]
• Roberto Rigobon, 2000. "Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds," NBER Working Papers 7493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000. "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," NBER Working Papers 7488, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Akimichi Takemura & Satoshi Kuriki, 1999. "Tail Probability via Tube Formula and Euler Characteristic Method when Critical Radius is Zero," CIRJE F-Series CIRJE-F-59, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge. [Downloadable!]
• Löf, Mårten & Franses, Philip Hans, 2000. "On Forecasting Cointegrated Seasonal Time Series," Working Paper Series in Economics and Finance 350, Stockholm School of Economics. [Downloadable!]
• Lyhagen, Johan, 1999. "Efficient estimation of price adjustment coefficients," Working Paper Series in Economics and Finance 332, Stockholm School of Economics. [Downloadable!]
• Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999. "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics 9907, Faculty of Economics, University of Cambridge. [Downloadable!]
• Weeks, M. & Orne, C., 1999. "The Statistical Relationship between Bivariate and Multinomial Choice Models," Cambridge Working Papers in Economics 9912, Faculty of Economics, University of Cambridge. [Downloadable!]
• Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers 9912, Department of Economics, University of Victoria. [Downloadable!]
• Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria. [Downloadable!]
• Myeong-Su Yun, 1999. "Generalized Selection Bias and The Decomposition of Wage Differentials," IZA Discussion Papers 69, Institute for the Study of Labor (IZA). [Downloadable!]
• Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999. "A general framework for testing the Granger noncausality hypothesis," Working Paper Series in Economics and Finance 343, Stockholm School of Economics. [Downloadable!]

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