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Report NEP-ECM-2000-09-05
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.Subscribe to this report: email or RSS Other reports in NEP-ECM
The following items were anounced in this report:
Item repec:wop:calsdi:97-03 is not listed on IDEAS anymore
Lars Hansen & John Heaton & Amir Yaron, .
"Small Sample Properties of Alternative GMM Estimators ,"
GSIA Working Papers
25, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Fallaw Sowell, .
"Tests for Violations of Moment Conditions ,"
GSIA Working Papers
21, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Pierre Collin-Dufresne & Robert Goldstein, .
"True Stochastic Volatility and Generalized Affine Models of the Term Structure ,"
GSIA Working Papers
2000-E38, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] David K. Backus & Chris I. Telmer & Liuren Wu, 1999.
"Design and Estimation of Affine Yield Models ,"
GSIA Working Papers
2000-E17, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] This page was last updated on 2009-12-6.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .