Report NEP-ECM-2000-06-29

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Frank R. Kleibergen, 2000. "Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters," Tinbergen Institute Discussion Papers 00-039/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20000033 is not listed on IDEAS anymore

• Yoon-Jae Whang & Oliver Linton, 1997. "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers 1130R, Cowles Foundation for Research in Economics, Yale University.
• Siem Jan Koopman & Eugenie Hol Uspensky, 2000. "The Stochastic Volatility in Mean Model," Tinbergen Institute Discussion Papers 00-024/4, Tinbergen Institute.
• Gourieroux, Christian & Josiak, Joann, 1999. "Nonlinear persistence and copersistence," CEPREMAP Working Papers (Couverture Orange) 9920, CEPREMAP.
• Donald W.K. Andrews, 1994. "Hypothesis Testing with a Restricted Parameter Space," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.
• Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007.
• Item repec:dgr:uvatin:20000040 is not listed on IDEAS anymore

• Frank R. Kleibergen & Henk Hoek, 2000. "Bayesian Analysis of ARMA Models," Tinbergen Institute Discussion Papers 00-027/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20000035 is not listed on IDEAS anymore

• Christopher A. Sims & Tao Zha, 1994. "Error Bands for Impulse Responses," Cowles Foundation Discussion Papers 1085, Cowles Foundation for Research in Economics, Yale University.