Report NEP-ECM-1999-05-25This 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.
The following items were announced in this report:
- Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "An ARCH Robust STAR Test," SSE/EFI Working Paper Series in Economics and Finance 317, Stockholm School of Economics.