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Report NEP-ETS-1998-09-07
This 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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced 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
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.
[Downloadable!] Kevin F. Ryan & David E. A. Giles, 1998.
"Testing for Unit Roots With Missing Observations ,"
Department Discussion Papers
9802, Department of Economics, University of Victoria.
[Downloadable!] This page was last updated on 2010-1-3.
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 .