Report NEP-ETS-2000-02-14

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:

• Philip Rothman & Dick van Dijk & Philip Hans Franses, 1999. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 9913, East Carolina University, Department of Economics.
• Richard Blundell & Stephen Bond, 1999. "GMM estimation with persistent panel data: an application to production functions," IFS Working Papers W99/04, Institute for Fiscal Studies.
• Philip Rothman, 1999. "Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric," Working Papers 9904, East Carolina University, Department of Economics.
• He, Changli, 2000. "Moments and the Autocorrelation Structure of the Exponential GARCH(p,q) Process," SSE/EFI Working Paper Series in Economics and Finance 359, Stockholm School of Economics.