NEP-ETS-2001-02-21

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Report NEP-ETS-2001-02-21

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Patrick Marsh, . "Edgeworth Expansions in Gaussian Autoregression," Discussion Papers 00/58, Department of Economics, University of York. [Downloadable!]
Giovanni Forchini & Patrick Marsh, . "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York. [Downloadable!]
Hugo Kruiniger, 2000. "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers 429, Queen Mary, University of London, Department of Economics. [Downloadable!]
Hao Zhou, 2000. "A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model," Finance and Economics Discussion Series 2000-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Hugo Kruiniger, 2000. "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers 428, Queen Mary, University of London, Department of Economics. [Downloadable!]
Patrick Marsh, . "Saddlepoint Approximations in Non-Stationary Time Series," Discussion Papers 00/57, Department of Economics, University of York. [Downloadable!]

This page was last updated on 2010-1-3.

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