Printed from https://ideas.repec.org/n/nep-ecm/2000-03-06.html
Report NEP-ECM-2000-03-06
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:
- Fabio Canova & Joaquim Pires Pina, 1998, "Monetary policy misspecification in VAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 420, Oct, revised Sep 1999.
- Albert Satorra & Peter M. Bentler, 1999, "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 412, Aug.
- Alan M. Taylor, 2000, "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers, National Bureau of Economic Research, Inc, number 7577, Mar.
- Martin Lettau & Sydney C. Ludvigson, 1999, "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports, Federal Reserve Bank of New York, number 93.
- Item repec:knz:cofedp:0003 is not listed on IDEAS anymore
- Giovanni Forchini, , "The Density of the Sufficient Statistics for a Gaussian AR(1) Model in Terms of Generalized Functions," Discussion Papers, Department of Economics, University of York, number 00/06.