Report NEP-ETS-1998-09-07This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:hhs:hastef:art0177 is not listed on IDEAS anymore
- Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998. "Likelihood-Based Cointegration Tests in Heterogeneous Panels," Working Paper Series in Economics and Finance, Stockholm School of Economics 250, Stockholm School of Economics, revised 27 Aug 1998.
- Adda, Jérôme & Robin, Jean-Marc, 1998. "Estimation from cross-sections of integrated time-series," CEPREMAP Working Papers (Couverture Orange) 9802, CEPREMAP.
- Kevin F. Ryan & David E. A. Giles, 1998. "Testing for Unit Roots With Missing Observations," Department Discussion Papers, Department of Economics, University of Victoria 9802, Department of Economics, University of Victoria.