Report NEP-ECM-1999-08-04

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:

• Joon Y. Park & Jonghan park, 1999. "Longrun Relationships Evolving Over Time," Working Paper Series no8, Institute of Economic Research, Seoul National University.
• Yun-Yeong Kim & Joon Y. Park, 1999. "The Asymptotic Variance Bound for Instrumental Variables Estimators," Working Paper Series no10, Institute of Economic Research, Seoul National University.
• Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Paper 99-03, Center of Finance and Econometrics, University of Konstanz.
• Item repec:wop:calsdi:9912 is not listed on IDEAS anymore

• Item repec:dgr:rugsom:98b31 is not listed on IDEAS anymore

• Matthew Higgins & Egon Zakrajšek, 1999. "Purchasing power parity: three stakes through the heart of the unit root null," Staff Reports 80, Federal Reserve Bank of New York.
• Andrew J. Filardo, 1998. "Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model," Research Working Paper 98-09, Federal Reserve Bank of Kansas City.
• Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," CoFE Discussion Paper 99-04, Center of Finance and Econometrics, University of Konstanz.
• Yoosoon Chang & Joon Y. Park, 1999. "Nonstationary Index Models," Working Paper Series no7, Institute of Economic Research, Seoul National University.
• M. S. Srivastava & Tatsuya Kubokawa, 1999. "Improved Nonnegative Estimation of Multivariate Components of Variance," CIRJE F-Series CIRJE-F-38, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:wop:calsdi:9914 is not listed on IDEAS anymore

• Joon Y. Park & Yoon-Jae Whang, 1999. "Random Walk or Chaos: A Formal Test on the Lyapunov Exponent," Working Paper Series no9, Institute of Economic Research, Seoul National University.
• Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University.
• Lawrence J. Christiano & Terry J. Fitzgerald, 1999. "The Band Pass Filter," NBER Working Papers 7257, National Bureau of Economic Research, Inc.