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Report NEP-ETS-2000-08-15
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:
Binder, M. & Hsaio, C. & Pesaran, M.H., 2000.
"Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration Cambridge Working Papers in Economics
0003, Faculty of Economics, University of Cambridge.
[Downloadable!] Raimundo Soto, .
"Nonlinearities in the Demand for money: A Neural Network Approach ILADES-Georgetown University Working Papers
inv107, Ilades-Georgetown University, School of Economics and Bussines.
[Downloadable!] Park, S.B., 1997.
"Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market Carleton Economic Papers
97-06, Carleton University, Department of Economics.
[Downloadable!] Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000.
"Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy Cambridge Working Papers in Economics
0004, Faculty of Economics, University of Cambridge.
[Downloadable!] This page was last updated on 2009-12-13.
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 .