Report NEP-ECM-1998-10-02

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:

• David M. Mandy & Carlos Martins-Filho, 1998. "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics 9805001, University Library of Munich, Germany.
• William A. Barnett & Apostolos Serletis, 1998. "Martingales, Nonlinearity, and Chaos," Econometrics 9805003, University Library of Munich, Germany.
• Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, University Library of Munich, Germany, revised 21 Jun 1999.
• Mark Dwyer, 1998. "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics 9808001, University Library of Munich, Germany.
• Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics 9805004, University Library of Munich, Germany.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998. "Benchmark Priors for Bayesian Model Averaging," Econometrics 9804001, University Library of Munich, Germany, revised 08 Oct 2001.