Report NEP-ECM-2000-12-19

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:

• Giovanni Forchini, , "On Diagnostic Tests," Discussion Papers, Department of Economics, University of York, number 00/53.
• Patrick Marsh, , "Edgeworth Expansions in Gaussian Autoregression," Discussion Papers, Department of Economics, University of York, number 00/58.
• Giovanni Forchini & Patrick Marsh, , "Exact Inference for the Unit Root Hypothesis," Discussion Papers, Department of Economics, University of York, number 00/54.
• Item repec:qmw:qmwecw:wp429 is not listed on IDEAS anymore

• Giovanni Forchini, , "The Geometry of Similar Tests for Structural Change," Discussion Papers, Department of Economics, University of York, number 00/55.
• Hao Zhou, 2000, "A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2000-45.
• Item repec:qmw:qmwecw:wp428 is not listed on IDEAS anymore

• Patrick Marsh, , "Nonparametric Likelihood Ratio Tests," Discussion Papers, Department of Economics, University of York, number 00/56.
• Patrick Marsh, , "Saddlepoint Approximations in Non-Stationary Time Series," Discussion Papers, Department of Economics, University of York, number 00/57.