Printed from https://ideas.repec.org/n/nep-ets/1998-09-07.html
Report NEP-ETS-1998-09-07
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Item repec:hhs:hastef:art0177 is not listed on IDEAS anymore
- Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998, "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 250, Aug, revised 27 Aug 1998.
- Adda, Jérôme & Robin, Jean-Marc, 1998, "Estimation from cross-sections of integrated time-series," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9802.
- Kevin F. Ryan & David E. A. Giles, 1998, "Testing for Unit Roots With Missing Observations," Department Discussion Papers, Department of Economics, University of Victoria, number 9802, Apr.