Report NEP-ECM-2000-09-05

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:

• Item repec:wop:calsdi:97-03 is not listed on IDEAS anymore

• Lars Hansen & John Heaton & Amir Yaron, "undated". "Small Sample Properties of Alternative GMM Estimators," GSIA Working Papers 25, Carnegie Mellon University, Tepper School of Business.
• Fallaw Sowell, "undated". "Tests for Violations of Moment Conditions," GSIA Working Papers 21, Carnegie Mellon University, Tepper School of Business.
• Pierre Collin-Dufresne & Robert Goldstein, "undated". "True Stochastic Volatility and Generalized Affine Models of the Term Structure," GSIA Working Papers 2000-E38, Carnegie Mellon University, Tepper School of Business.
• David K. Backus & Chris I. Telmer & Liuren Wu, 1999. "Design and Estimation of Affine Yield Models," GSIA Working Papers 2000-E17, Carnegie Mellon University, Tepper School of Business.