Report NEP-ETS-2001-08-21This 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:
- de Luna, Xavier & Johansson, Per, 2001. "Testing exogeneity under distributional misspecification," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy 2001:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc.