Report NEP-ETS-1999-06-08

This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.

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Other reports in NEP-ETS

The following items were announced in this report:

• John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc.
• Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers 1221, Cowles Foundation for Research in Economics, Yale University.
• Item repec:boc:bococf:941 is not listed on IDEAS anymore

• Donald S. Allen, 1999. "Seasonal production smoothing," Working Papers 1999-004, Federal Reserve Bank of St. Louis.
• Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University.
• Item repec:boc:bococf:1032 is not listed on IDEAS anymore

• Item repec:wop:yaleco:1220 is not listed on IDEAS anymore

• Peter C.B. Phillips & Joon Y. Park, 1999. "Nonstationary Binary Choice," Cowles Foundation Discussion Papers 1223, Cowles Foundation for Research in Economics, Yale University.
• Item repec:boc:bococf:1243 is not listed on IDEAS anymore

• Peter C.B. Phillips, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 1196, Cowles Foundation for Research in Economics, Yale University.
• Item repec:fip:fedlwp:97-010d is not listed on IDEAS anymore

• Item repec:dgr:uvatin:19990013 is not listed on IDEAS anymore

• Werner Ploberger & Peter C.B. Phillips, 1998. "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers 1197, Cowles Foundation for Research in Economics, Yale University.
• Item repec:wop:yaleco:1222 is not listed on IDEAS anymore

• Peter C.B. Phillips, 1999. "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers 1219, Cowles Foundation for Research in Economics, Yale University.