Report NEP-ETS-2001-02-21

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:

• Patrick Marsh, "undated". "Edgeworth Expansions in Gaussian Autoregression," Discussion Papers 00/58, Department of Economics, University of York.
• Giovanni Forchini & Patrick Marsh, "undated". "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York.
• Hugo Kruiniger, 2000. "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers 429, Queen Mary University of London, School of Economics and Finance.
• Hao Zhou, 2000. "A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model," Finance and Economics Discussion Series 2000-45, Board of Governors of the Federal Reserve System (U.S.).
• Hugo Kruiniger, 2000. "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers 428, Queen Mary University of London, School of Economics and Finance.
• Patrick Marsh, "undated". "Saddlepoint Approximations in Non-Stationary Time Series," Discussion Papers 00/57, Department of Economics, University of York.