Printed from https://ideas.repec.org/n/nep-ecm/2000-04-17.html
Report NEP-ECM-2000-04-17
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:
- Neil R. Ericsson & James G. MacKinnon, 1999, "Distributions of error correction tests for cointegration," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 655.
- Jushan Bai & Serena Ng, 2000, "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 440, Apr.
- Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000, "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 376, Apr.
- Jonathan H. Wright, 1999, "A simple approach to robust inference in a cointegrating system," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 654.
- Menelaos Karanasos, , "Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models," Discussion Papers, Department of Economics, University of York, number 00/14.
- Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe, 1999, "Testing for hysteresis : unemployment persistence and wage adjustment," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9911.
- Jeremy Berkowitz, 2000, "On identification of continuous time stochastic processes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-07.
- Fabio Canova & Matteo Ciccarelli, 1999, "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 443, Oct.