------------------------------------------------------------------------------
------------------------------------------------------------------------------

Papers received as of Wed Aug  1 14:48:55 CDT 2001.
(To retrieve abstracts without full papers, use e.g.    get 0108001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

------------------------------------------------------------------------------
------------------------------------------------------------------------------
\\
Paper: ewp-em/0108001
From: andrew.chesher@ucl.ac.uk
Date: Fri, 17 Aug 2001 16:42:14 -0500   ( 0kb + 182kb )

Title: Exogenous impact and conditional quantile functions
Author: Andrew Chesher(University College London)
Contact: andrew.chesher@ucl.ac.uk
Comments: Type of Document - Acrobat PDF; prepared on Windows 2000
Professional PC; to print on A4 paper; pages: 13 ; figures: none
Keywords: endogeneity, quantile regression, identification, structural
models, instrumental variables, quantile independence
JEL: C10
EWPA-references:
Report-no: ADC-2001-0001
\\
------------------------------------------------------------------------------
\\
Paper: ewp-em/0108002
From: lespiris@rdg.ac.uk
Date: Fri, 31 Aug 2001 09:14:32 -0500   ( 0kb + 343kb )

Title: Lag Length Estimation in Large Dimensional Systems
Author: Jesus Gonzalo (Universidad Carlos III de Madrid) and Jean-Yves
Pitarakis (The University of Reading)
Contact: lespiris@rdg.ac.uk
Comments: Type of Document - pdf; prepared on IBM PC; to print on pdf
Keywords: subliminal extant Smith economagic gmm
JEL: C1
EWPA-references:
Report-no: GPJT01
\\
------------------------------------------------------------------------------
\\
Paper: ewp-em/0108003
From: lespiris@rdg.ac.uk
Date: Fri, 31 Aug 2001 09:38:15 -0500   ( 0kb + 343kb )

Title: Lag Length Estimation in Large Dimensional Systems
Author: Jesus Gonzalo (Universidad Carlos III de Madrid) Jean-Yves
Pitarakis (The University of Reading)
Contact: lespiris@rdg.ac.uk
Comments: Type of Document - Adobe pdf; prepared on IBM PC - ; pages: 26
Keywords: Dimensionality, Information Criteria, Lag Length Selection,
VAR
JEL: C32, C52
EWPA-references:
Report-no: GPJT02
\\