Report NEP-ETS-1999-05-03

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:

• Christel Rendu & Mr. Ramana Ramaswamy, 1999. "Japan's Stagnant Nineties: A Vector Autoregression Retrospective," IMF Working Papers 1999/045, International Monetary Fund.
• Item repec:boc:bococf:1333 is not listed on IDEAS anymore

• Item repec:lei:ingber:96nnnn is not listed on IDEAS anymore

• Item repec:mcl:mclwop:001 is not listed on IDEAS anymore

• H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999. "A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests," Tinbergen Institute Discussion Papers 99-012/4, Tinbergen Institute.
• Item repec:boc:bococf:641 is not listed on IDEAS anymore

• Item repec:boc:bococf:221 is not listed on IDEAS anymore

• Item repec:boc:bococf:912 is not listed on IDEAS anymore

• Item repec:mcl:mclwop:003 is not listed on IDEAS anymore

• Item repec:wop:imfwpa:9948 is not listed on IDEAS anymore

• Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000.
• Niels Haldrup & Michael Jansson, 1999. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers 99-005/4, Tinbergen Institute.
• Item repec:boc:bococf:1041 is not listed on IDEAS anymore

• Item repec:boc:bococf:313 is not listed on IDEAS anymore

• Item repec:boc:bococf:1031 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:19990009 is not listed on IDEAS anymore

• Item repec:boc:bococf:643 is not listed on IDEAS anymore

• Item repec:boc:bococf:1251 is not listed on IDEAS anymore

• Stefan Lundbergh & Timo Teräsvirta, 1999. "Evaluating GARCH Models," Tinbergen Institute Discussion Papers 99-008/4, Tinbergen Institute.
• Item repec:boc:bococf:852 is not listed on IDEAS anymore

• Item repec:boc:bococf:113 is not listed on IDEAS anymore

• Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series) 9901, Federal Reserve Bank of Cleveland.
• Item repec:boc:bococf:114 is not listed on IDEAS anymore