Report NEP-ETS-2003-08-24This 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:
- Bunzel, Helle, 2003. "Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors," Staff General Research Papers 10685, Iowa State University, Department of Economics.
- Casey B. Mulligan, 2003. "Capital Tax Incidence: Fisherian Impressions from the Time Series," NBER Working Papers 9916, National Bureau of Economic Research, Inc.
- Yacine Ait-Sahalia, 2003. "Disentangling Volatility from Jumps," NBER Working Papers 9915, National Bureau of Economic Research, Inc.
- Westerlund, Joakim, 2003. "Feasible Estimation in Cointegrated Panels," Working Papers 2003:12, Lund University, Department of Economics, revised 10 Nov 2003.