Printed from https://ideas.repec.org/n/nep-ecm/2000-09-05.html
Report NEP-ECM-2000-09-05
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:
- Item repec:wop:calsdi:97-03 is not listed on IDEAS anymore
- Lars Hansen & John Heaton & Amir Yaron, , "Small Sample Properties of Alternative GMM Estimators," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 25.
- Fallaw Sowell, , "Tests for Violations of Moment Conditions," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 21.
- Pierre Collin-Dufresne & Robert Goldstein, , "True Stochastic Volatility and Generalized Affine Models of the Term Structure," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E38.
- David K. Backus & Chris I. Telmer & Liuren Wu, 1999, "Design and Estimation of Affine Yield Models," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E17, Nov.