Report NEP-ECM-1999-11-28This 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:
- Abdurrahman Bekir Aydemir, 1998. "Forecast Performance of Threshold Autoregressive Models - A Monte Carlo Study," UWO Department of Economics Working Papers 9910, University of Western Ontario, Department of Economics.
- John Mullahy, 1999. "Interaction Effects and Difference-in-Difference Estimation in Loglinear Models," NBER Technical Working Papers 0245, National Bureau of Economic Research, Inc.
- Willard G. Manning & John Mullahy, 1999. "Estimating Log Models: To Transform or Not to Transform?," NBER Technical Working Papers 0246, National Bureau of Economic Research, Inc.
- Brigitte C. Madrian & Lars John Lefgren, 1999. "A Note on Longitudinally Matching Current Population Survey (CPS) Respondents," NBER Technical Working Papers 0247, National Bureau of Economic Research, Inc.
- Alain Guay & Olivier Scaillet, 1999. "Indirect Inference, Nuisance Parameter and Threshold Moving Average," Cahiers de recherche CREFE / CREFE Working Papers 95, CREFE, Université du Québec à Montréal.
- Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series WP-99-4, Federal Reserve Bank of Chicago.
- Timothy Cogley, 1996. "Estimating dynamic rational expectations models when the trend specification is uncertain," Working Papers in Applied Economic Theory 96-01, Federal Reserve Bank of San Francisco.