Report NEP-ETS-1999-11-28This 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:
- Abdurrahman Bekir Aydemir, 1998. "Forecast Performance of Threshold Autoregressive Models - A Monte Carlo Study," UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics 9910, University of Western Ontario, Department of Economics.
- Alain Guay & Olivier Scaillet, 1999. "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, UniversitÃ© du QuÃ©bec Ã MontrÃ©al 95, CREFE, Université du Québec à Montréal.
- Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series, Federal Reserve Bank of Chicago WP-99-4, Federal Reserve Bank of Chicago.
- Timothy Cogley, 1996. "Estimating dynamic rational expectations models when the trend specification is uncertain," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco 96-01, Federal Reserve Bank of San Francisco.