Report NEP-ECM-2001-10-09

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:

• Yamamoto, Yoshikazu & Nakano, Junji, 2001. "Distributed computing in a time series analysis system," SFB 373 Discussion Papers 2001,76, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Item repec:wop:humbsf:2001-63 is not listed on IDEAS anymore

• Kobayashi, Ikunori & Fujiwara, Takeshi & Nakano, Junji & Yamamoto, Yoshikazu, 2001. "A procedural and object-oriented statistical language," SFB 373 Discussion Papers 2001,68, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Item repec:wop:humbsf:2001-64 is not listed on IDEAS anymore

• Fengler, Matthias R. & Härdle, Wolfgang & Schmidt, Peter, 2001. "The analysis of implied volatilities," SFB 373 Discussion Papers 2001,73, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Item repec:wop:humbsf:2001-72 is not listed on IDEAS anymore

• Gil-Alaña, Luis A., 2001. "Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rate," SFB 373 Discussion Papers 2001,67, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Warne, Anders, 2000. "Causality and Regime Inference in a Markov Switching VAR," Working Paper Series 118, Sveriges Riksbank (Central Bank of Sweden).
• Item repec:wop:humbsf:2001-74 is not listed on IDEAS anymore

• Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.
• Item repec:wop:humbsf:2001-77 is not listed on IDEAS anymore

• Gil-Alaña, Luis A., 2001. "The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models," SFB 373 Discussion Papers 2001,66, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.