Report NEP-ECM-2003-01-05This 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.
The following items were announced in this report:
- Katarina Juselius & Zorica Mladenovic, 2002. "High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia," Discussion Papers, University of Copenhagen. Department of Economics 02-23, University of Copenhagen. Department of Economics.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003, Stata Users Group 05, Stata Users Group.
- Naoto Kunitomo, 2002. "Improving Small Sample Properties of the Empirical Likelihood Estimation," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-184, CIRJE, Faculty of Economics, University of Tokyo.
- Item repec:fip:fedfap:2002-18 is not listed on IDEAS anymore
- Sean D. Campbell & Francis X. Diebold, 2002. "Weather Forecasting for Weather Derivatives," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 02-42, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Harvey, A. & Bates, D., 2003. "Multivariate Unit Root Tests and Testing for Convergence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0301, Faculty of Economics, University of Cambridge.
- Chokri Dridi, 2002. "A Short Note on the Numerical Approximation of the Standard Normal Cumulative Distribution and Its Inverse," Computational Economics, EconWPA 0212001, EconWPA, revised 07 Jan 2003.
- Item repec:wop:calsdi:2002-18 is not listed on IDEAS anymore