Printed from https://ideas.repec.org/n/nep-ecm/1999-02-22.html
Report NEP-ECM-1999-02-22
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Eric Zivot, 1998, "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics, University Library of Munich, Germany, number 9812001, Dec.
- Söderberg, Hans & Lyhagen, Johan, 1999, "Testing for Independence in Multivariate Duration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 302, Feb.
- Yin-Wong Cheung & Menzie D. Chinn, 1999, "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 6926, Feb.
- Daniel S. Hamermesh, 1999, "The Art of Labormetrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 6927, Feb.
- Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics, University Library of Munich, Germany, number 9812002, Dec.
- Marc-Etienne BRACHET & Erik TAFLIN & Jean Marcel TCHEOU, 1999, "Scaling transformation and probability distributions for financial time series," GE, Growth, Math methods, University Library of Munich, Germany, number 9901003, Jan.
- Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 300, Feb.
- Andersson, Jonas & Lyhagen, Johan, 1999, "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 303, Feb.
- Jeffrey A. Mills & Sourushe Zandvakili, 1999, "Statistical Inference via Bootstrapping for Measures of Inequality," Macroeconomics, University Library of Munich, Germany, number 9902003, Feb.
- Francis X. Diebold & Lutz Kilian, 1999, "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 6928, Feb.