## 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 Twitter.

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