Report NEP-ECM-2000-01-24

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:

• Pesaran, M. H. & Weeks, M., 1999, "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9918, Sep.
• Brännäs, Kurt, 2000, "Estimation in a Duration Model for Evaluating Educational Programs," Umeå Economic Studies, Umeå University, Department of Economics, number 521, Jan.
• Nilanjana Roy, 1999, "Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 9913, Dec.
• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Tatsuya Kubokawa & M. S. Srivastava, 1999, "Prediction in Multivariate Mixed Linear Models with Equal Replications," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-62, Oct.
• Tatsuya Kubokawa, 1999, ""Random Effects and Restriction of Parameters: A Review"(in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-18, Oct.
• Kenneth D. West, 2000, "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0249, Jan.
• Granger, C.W.J. & Pesaran, M. H., 1999, "Economic and Statistical Measures of Forecast Accuracy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9910, May.
• He, Changli & Teräsvirta, Timo & Malmsten, Hans, 1999, "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 345, Nov.
• Löf, Mårten & Lyhagen, Johan, 1999, "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 336, Oct.
• Lechner, Michael, 1999, "Identification and Estimation of Causal Effects of Multiple Treatments Under the Conditional Independence Assumption," IZA Discussion Papers, Institute of Labor Economics (IZA), number 91, Dec.
• Dhawan, Rajeev & Jochumzen, Peter, 1999, "Stochastic Frontier Production Function With Errors-In-Variables," Working Papers, Lund University, Department of Economics, number 1999:007, Sep.
• Knight, J. & Satchell, S., 1999, "Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9911, Jun.
• Larsson, Rolf & Lyhagen, Johan, 1999, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 331, Sep.
• Roberto Rigobon, 2000, "Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 7493, Jan.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," NBER Working Papers, National Bureau of Economic Research, Inc, number 7488, Jan.
• Akimichi Takemura & Satoshi Kuriki, 1999, "Tail Probability via Tube Formula and Euler Characteristic Method when Critical Radius is Zero," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-59, Sep.
• Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999, "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9904, Jan.
• Löf, Mårten & Franses, Philip Hans, 2000, "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 350, Jan.
• Lyhagen, Johan, 1999, "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 332, Sep.
• Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999, "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9907, Feb.
• Weeks, M. & Orne, C., 1999, "The Statistical Relationship between Bivariate and Multinomial Choice Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9912, Jun.
• Sandra G. Feltham & David E.A. Giles, 1999, "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9912, Aug.
• Judith A. Giles & Sadaf Mirza, 1999, "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 9914, Dec.
• Yun, Myeong-Su, 1999, "Generalized Selection Bias and The Decomposition of Wage Differentials," IZA Discussion Papers, Institute of Labor Economics (IZA), number 69, Nov.
• Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999, "A general framework for testing the Granger noncausality hypothesis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 343, Nov.

Report NEP-ECM-2000-01-24

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: