Report NEP-ECM-1999-07-12
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:
- Mehmet Caner & Lutz Kilian, 1999. "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work," Computing in Economics and Finance 1999 511, Society for Computational Economics.
- Christopher T. Downing, 1999. "Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models," Computing in Economics and Finance 1999 111, Society for Computational Economics.
- Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
- Maria Odejar, 1999. "Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods," Computing in Economics and Finance 1999 822, Society for Computational Economics.
- J. Guillermo Llorente & J. del Hoyo, 1999. "Specification Search and Stability Analysis," Computing in Economics and Finance 1999 642, Society for Computational Economics.
- Esben P. Hoeg, 1999. "Estimation and Computation of Long-Memory Continuous-Time Models," Computing in Economics and Finance 1999 1242, Society for Computational Economics.
- Asli Ogunc & Dek Terrell & R. Carter Hill, 1999. "Bayesian Analysis of Econometrics Systems with Discrete Variables and Inequality Constraints," Computing in Economics and Finance 1999 834, Society for Computational Economics.
- Simone Manganelli & Robert F. Engle, 1999. "Modeling a Time-Varying Order Statistic," Computing in Economics and Finance 1999 952, Society for Computational Economics.
- Francesc Marmol & Juan J. Dolado, 1999. "Asymptotic Inference for Nonstationary Fractionally Integrated Processes," Computing in Economics and Finance 1999 513, Society for Computational Economics.
- William McCausland, 1999. "Using the BACC Software for Bayesian Inference," Computing in Economics and Finance 1999 833, Society for Computational Economics.
- Marius Ooms & Björn de Groot & Siem Jan Koopman, 1999. "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999 312, Society for Computational Economics.