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Report NEP-ETS-1999-02-15
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:
Eric Zivot, 1998.
"Cointegration and Forward and Spot Exchange Rate Regressions Econometrics
9812001, EconWPA.
[Downloadable!] Yin-Wong Cheung & Menzie D. Chinn, 1999.
"Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys NBER Working Papers
6926, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999.
"A Simple Linear Time Series Model with Misleading Nonlinear Properties Working Paper Series in Economics and Finance
300, Stockholm School of Economics.
Andersson, Jonas & Lyhagen, Johan, 1999.
"A long memory panel unit root test: PPP revisited Working Paper Series in Economics and Finance
303, Stockholm School of Economics.
[Downloadable!] Francis X. Diebold & Lutz Kilian, 1999.
"Unit Root Tests Are Useful for Selecting Forecasting Models NBER Working Papers
6928, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) This page was last updated on 2009-12-6.
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 .