Report NEP-ETS-1999-02-08This 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:
- Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999. "A simple variable selection technique for nonlinear models," Working Paper Series in Economics and Finance 296, Stockholm School of Economics, revised 06 Apr 2000.
- Lyhagen, Johan & Forsberg, Lars, 1999. "Starting values in estimation of cointegrating vectors with restrictions," Working Paper Series in Economics and Finance 297, Stockholm School of Economics.
- Karlsson, Sune & Löthgren, Mickael, 1999. "On the power and interpretation of panel unit root tests," Working Paper Series in Economics and Finance 299, Stockholm School of Economics.
- Lucas, Andr‚, 1997. "Strategic and tactical asset allocation and the effect of long-run equilibrium relations," Serie Research Memoranda 0042, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.