Report NEP-ECM-2000-11-14

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, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Graflund, Andreas, 2000. "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers 2000:8, Lund University, Department of Economics, revised 30 Jan 2002.
• Stephen Pollock, 2000. "Filters for Short Nonstationary Sequences," Working Papers 423, Queen Mary University of London, School of Economics and Finance.
• Thierry Vessereau, 2000. "Factor Analysis and Independent Component Analysis in Presence of High Idiosyncratic Risks," CIRANO Working Papers 2000s-46, CIRANO.
• Mario Faliva & Maria Grazia Zoia, 2000. "On a Partitioned Inversion Formula having Useful Applications in Econometrics," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2000.01, Institut d'Economie et Econométrie, Université de Genève.
• Stephen Pollock, 2000. "Circulant Matrices and Time-series Analysis," Working Papers 422, Queen Mary University of London, School of Economics and Finance.
• Item repec:wop:cirano:2000s47 is not listed on IDEAS anymore

• Gérard Antille & Anna Weinberg, 2000. "A Study of D-optimal Designs Efficiency for Polynomial Regression," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2000.04, Institut d'Economie et Econométrie, Université de Genève.
• Byström, Hans, 2000. "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers 2000:14, Lund University, Department of Economics.