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Report NEP-ECM-2000-10-31
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:
James Engel & Marianne Gizycki, 1999.
"Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix ,"
RBA Research Discussion Papers
rdp1999-04, Reserve Bank of Australia.
[Downloadable!] Jonathan H. Wright, 2000.
"Exact confidence intervals for impulse responses in a Gaussian vector autoregression ,"
International Finance Discussion Papers
682, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Daniel F. Waggoner & Tao Zha, 2000.
"A Gibbs simulator for restricted VAR models ,"
Working Paper
2000-3, Federal Reserve Bank of Atlanta.
[Downloadable!] Charles R. Nelson & Jeremy Piger & Eric Zivot, 2000.
"Markov regime-switching and unit root tests ,"
International Finance Discussion Papers
683, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] This page was last updated on 2009-11-22.
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 .