NEP-ECM-2000-06-29

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2000-06-29

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:

Frank R. Kleibergen, 2000. "Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters," Tinbergen Institute Discussion Papers 00-039/4, Tinbergen Institute. [Downloadable!]
Karim M. Abadir & Andre Lucas, 2000. "A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model," Tinbergen Institute Discussion Papers 00-033/4, Tinbergen Institute. [Downloadable!]
Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation, Yale University. [Downloadable!]
Siem Jan Koopman & Eugenie Hol Uspensky, 2000. "The Stochastic Volatility in Mean Model," Tinbergen Institute Discussion Papers 00-024/4, Tinbergen Institute. [Downloadable!]
Gourieroux, Christian & Josiak, Joann, 1999. "Nonlinear persistence and copersistence," CEPREMAP Working Papers (Couverture Orange) 9920, CEPREMAP. [Downloadable!]
Donald W.K. Andrews, 1994. "Hypothesis Testing with a Restricted Parameter Space," Cowles Foundation Discussion Papers 1060R, Cowles Foundation, Yale University. [Downloadable!]
Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007. [Downloadable!]
Marc G. Genton & André Lucas, 2000. "Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations," Tinbergen Institute Discussion Papers 00-040/2, Tinbergen Institute. [Downloadable!]
Frank R. Kleibergen & Henk Hoek, 2000. "Bayesian Analysis of ARMA Models," Tinbergen Institute Discussion Papers 00-027/4, Tinbergen Institute. [Downloadable!]
Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute. [Downloadable!]
Christopher A. Sims & Tao Zha, 1994. "Error Bands for Impulse Responses," Cowles Foundation Discussion Papers 1085, Cowles Foundation, Yale University. [Downloadable!]

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

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