Report NEP-ECM-1999-02-22

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, University Library of Munich, Germany.
• Söderberg, Hans & Lyhagen, Johan, 1999. "Testing for Independence in Multivariate Duration Models," SSE/EFI Working Paper Series in Economics and Finance 302, Stockholm School of Economics.
• Yin-Wong Cheung & Menzie D. Chinn, 1999. "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers 6926, National Bureau of Economic Research, Inc.
• Daniel S. Hamermesh, 1999. "The Art of Labormetrics," NBER Working Papers 6927, National Bureau of Economic Research, Inc.
• Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
• Marc-Etienne BRACHET & Erik TAFLIN & Jean Marcel TCHEOU, 1999. "Scaling transformation and probability distributions for financial time series," GE, Growth, Math methods 9901003, University Library of Munich, Germany.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance 300, Stockholm School of Economics.
• Andersson, Jonas & Lyhagen, Johan, 1999. "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance 303, Stockholm School of Economics.
• Jeffrey A. Mills & Sourushe Zandvakili, 1999. "Statistical Inference via Bootstrapping for Measures of Inequality," Macroeconomics 9902003, University Library of Munich, Germany.
• Francis X. Diebold & Lutz Kilian, 1999. "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers 6928, National Bureau of Economic Research, Inc.