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Papers received as of Sat Nov  1 00:01:05 CST 2003.
(To retrieve abstracts without full papers, use e.g.    get 0311001.abs )
 get 9404003 95011002.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-em/0311001
From: eotranto@uniss.it
Date: Fri, 7 Nov 2003 04:27:58 -0600   ( 0kb + 512kb )

Title: the Multi-State Markov Switching Model
Author: Edoardo Otranto (DEIR-Università di Sassari)
Contact: eotranto@uniss.it
Comments: Type of Document - pdf; prepared on WinXP; to print on
LaserWriter II NT; pages: 25. PDF document submitted via ftp
Keywords: regime-switching, multivariate time series, transition
probabilities
JEL: C1 C3 C5
EWPA-references:
Report-no: EO-68-2
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Paper: ewp-em/0311002
From: eotranto@uniss.it
Date: Fri, 7 Nov 2003 04:53:47 -0600   ( 0kb + 171kb )

Title: Signal Extraction in Continuous Time and the Generalized Hodrick-
Prescott Filter
Author: Roberto Iannaccone (Istat) and Edoardo Otranto(DEIR-Università
di Sassari)
Contact: eotranto@uniss.it
Comments: Type of Document - PDF; pages: 20. PDF document submitted via
ftp
Keywords: smoothing parameter, cubic spline, state-space model,
irregular surveys.
JEL: C1 C3 C5
EWPA-references:
Report-no: EO-68-1
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Paper: ewp-em/0311003
From: andreia@uevora.pt
Date: Tue, 11 Nov 2003 04:29:38 -0600   ( 0kb + 395kb )

Title: Mutual information: a dependence measure for nonlinear time
series
Author: Andreia Dionisio (University of Evora) and Rui Menezes (ISCTE) and
Diana A. Mendes (ISCTE)
Contact: andreia@uevora.pt
Comments: Type of Document - Acrobat PDF; prepared on Win98; pages: 36;
figures: 4. 36 pages, 4 figures, 21 tables
Keywords: Mutual information, nonlinear dependence, market efficiency
JEL: C1 and C2
EWPA-references:
Report-no: ATMDB
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Paper: ewp-em/0311004
From: omikhail@bus.ucf.edu
Date: Tue, 11 Nov 2003 12:09:35 -0600   ( 0kb + 1422kb )

Title: Testing and Estimating Persistence in Canadian Unemployment.
Author: Ossama Mikhail and Curtis J. Eberwein and Jagdish Handa
Contact: omikhail@bus.ucf.edu
Comments: Type of Document - pdf
Keywords: ARFIMA, Fractional Integrated, Bayesian, Unemployment
Persistence, Canada, Rescaled-Range Statistic
JEL: C11, C22, E24
EWPA-references:
Report-no: oss
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Paper: ewp-em/0311005
From: steve.leybourne@nottingham.ac.uk
Date: Mon, 17 Nov 2003 04:50:05 -0600   ( 0kb + 662kb )

Title: Panel Stationarity Tests with Cross-sectional Dependence
Author: David Harris (Melbourne) and Steve Leybourne (Nottingham) and
Brendan McCabe (Liverpool)
Contact: steve.leybourne@nottingham.ac.uk
Comments: Type of Document - ; pages: 21
Keywords:
JEL:
EWPA-references:
Report-no: SJL001
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Paper: ewp-em/0311006
From: steve.leybourne@nottingham.ac.uk
Date: Mon, 17 Nov 2003 05:06:04 -0600   ( 0kb + 342kb )

Title: On Unit Root Tests and the Initial Observation
Author: Steve Leybourne (Nottingham) and David Harvey (Nottingham)
Contact: steve.leybourne@nottingham.ac.uk
Comments: Type of Document - ; pages: 15
Keywords:
JEL:
EWPA-references:
Report-no: SJL002
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Paper: ewp-em/0311007
From: steve.leybourne@nottingham.ac.uk
Date: Mon, 17 Nov 2003 05:14:53 -0600   ( 0kb + 609kb )

Title: EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY-
FULLER TEST
Author: Steve Leybourne (Nottingham) and Paul Newbold (Nottingham) and
Tae-Hwan Kim (Nottingham)
Contact: steve.leybourne@nottingham.ac.uk
Comments: Type of Document -
Keywords:
JEL:
EWPA-references:
Report-no: SJL003
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Paper: ewp-em/0311008
From: steve.leybourne@nottingham.ac.uk
Date: Mon, 17 Nov 2003 05:20:32 -0600   ( 0kb + 587kb )

Title: Behaviour of Dickey-Fuller Unit Root Tests Under Trend
Misspecification
Author: Steve Leybourne (Nottingham) and Tae-Hwan Kim (Nottingham) and
Paul Newbold (Nottingham)
Contact: steve.leybourne@nottingham.ac.uk
Comments: Type of Document -
Keywords:
JEL:
EWPA-references:
Report-no: SJL004
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Paper: ewp-em/0311009
From: steve.leybourne@nottingham.ac.uk
Date: Wed, 26 Nov 2003 08:29:06 -0600   ( 0kb + 402kb )

Title: Testing for Stochastic Cointegration and Evidence for Present
Value Models
Author: Brendan McCabe (Liverpool) and Stephen Leybourne (Nottingham)
and David Harris (Melbourne)
Contact: steve.leybourne@nottingham.ac.uk
Comments: Type of Document -
Keywords:
JEL:
EWPA-references: paper005
Report-no:
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