Report NEP-ECM-2003-11-23

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:

• Steve Leybourne & David Harvey, 2003. "On Unit Root Tests and the Initial Observation," Econometrics 0311006, University Library of Munich, Germany.
• Item repec:cep:stiecm:/2003/462 is not listed on IDEAS anymore

• Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003. "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics 0311007, University Library of Munich, Germany.
• Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003. "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics 0311008, University Library of Munich, Germany.
• Item repec:cep:stiecm:/2003/463 is not listed on IDEAS anymore

• Item repec:mrr:papers:wp0108 is not listed on IDEAS anymore

• Im, K.S. & Pesaran, M.H., 2003. "On The Panel Unit Root Tests Using Nonlinear Instrumental Variables," Cambridge Working Papers in Economics 0347, Faculty of Economics, University of Cambridge.
• David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, University Library of Munich, Germany.
• Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.
• Item repec:cep:stiecm:/2003/461 is not listed on IDEAS anymore