Printed from https://ideas.repec.org/n/nep-ecm/1999-07-12.html
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, Society for Computational Economics, number 511, Mar.
- Christopher T. Downing, 1999, "Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 111, Mar.
- Peter Ireland, 1999, "A Method for Taking Models to the Data," Computing in Economics and Finance 1999, Society for Computational Economics, number 1233, Mar.
- Maria Odejar, 1999, "Bayesian Analysis of the Stochastic Switching Regression Model Using Markov Chain Monte Carlo Methods," Computing in Economics and Finance 1999, Society for Computational Economics, number 822, Mar.
- J. Guillermo Llorente & J. del Hoyo, 1999, "Specification Search and Stability Analysis," Computing in Economics and Finance 1999, Society for Computational Economics, number 642, Mar.
- Esben P. Hoeg, 1999, "Estimation and Computation of Long-Memory Continuous-Time Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 1242, Mar.
- 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, Society for Computational Economics, number 834, Mar.
- Simone Manganelli & Robert F. Engle, 1999, "Modeling a Time-Varying Order Statistic," Computing in Economics and Finance 1999, Society for Computational Economics, number 952, Mar.
- Francesc Marmol & Juan J. Dolado, 1999, "Asymptotic Inference for Nonstationary Fractionally Integrated Processes," Computing in Economics and Finance 1999, Society for Computational Economics, number 513, Mar.
- William McCausland, 1999, "Using the BACC Software for Bayesian Inference," Computing in Economics and Finance 1999, Society for Computational Economics, number 833, Mar.
- Marius Ooms & Björn de Groot & Siem Jan Koopman, 1999, "Time-Series Modelling of Daily Tax Revenues," Computing in Economics and Finance 1999, Society for Computational Economics, number 312, Mar.