Report NEP-ECM-2000-03-06

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Other reports in NEP-ECM

The following items were anounced in this report:

• Fabio Canova & Joaquim Pires Pina, 1998. "Monetary Policy Misspecification in VAR Models," Economics Working Papers 420, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 1999. [Downloadable!]
• Albert Satorra & Peter M. Bentler, 1999. "A Scaled Difference Chi-Square Test Statistic for Moment Structure Analysis," Economics Working Papers 412, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Alan M. Taylor, 2000. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers 7577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York. [Downloadable!]
• Joachim Inkmann, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Paper 00-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Giovanni Forchini, . "The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions," Discussion Papers 00/06, Department of Economics, University of York. [Downloadable!]

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