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Papers received as of Mon Jan  1 00:10:46 CST 1996.
(To retrieve abstracts without full papers, use e.g.    get 9601001.abs )
 get 3 2.abs 9303001  , e.g., returns multiple papers.

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Paper: ewp-em/9601001
From: tmitch@siu.edu
Date: Thu, 18 Jan 96 11:59:53 CST   ( 0kb + 199kb + 98kb )

Title: On the Corrections to Information Matrix Tests
Author: Francisco Cribari-Neto (Southern Illinois University at
Carbondale)
Contact: cribari@ysidro.econ.uiuc.edu
Comments: Type of Document - PostScript from gTeX; prepared on a Dell
that hums; to print on PostScript; pages: 17; figures: 1 (included). The
PostScript file was FTP'ed.
Keywords: Bartlett correction; Cornish-Fisher expansion; Edgeworth
expansion; heteroskedasticity test; information matrix test; normality
test; size correction
JEL: C52, C12
EWPA-references: none
Report-no: SIUC Paper #96-01
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Paper: ewp-em/9601002
From: framos@fep.up.pt
Date: Mon, 22 Jan 96 10:55:27 CST   ( 0kb + 277kb + 27kb + 58kb + 485kb )

Title: VAR Priors: Success or lack of a decent macroeconomic theory?
Author: Francisco F. R. Ramos (Faculty of Economics, University of
Porto, Portugal
Contact: framos@fep.up.pt
Comments: Type of Document - word for windows 2.0; prepared on IBM PC ;
to print on HP/Epson; pages: 18 ; figures: none. Word for Windows
document submitted by ftp
Keywords: BVAR, Forecasting performance, Litterman prior,
Misspecification, Random-walk prior, VAR
JEL: C32, C53
EWPA-references: none
Report-no: none
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Paper: ewp-em/9601003
From: framos@fep.up.pt
Date: Tue, 23 Jan 96 14:14:35 CST   ( 311kb + 212kb )

Title: Forecasting market shares using VAR and BVAR models: A comparison
of their forecasting performance
Author: Francisco F. R. Ramos (Faculty of Economics, University of
Porto, Portugal
Contact: framos@fep.up.pt
Comments: Type of Document - Winword 2.0; prepared on IBM PC ; to print
on HP/Epson; pages: 41 ; figures: included. Word for Windows document
submitted by ftp
Keywords: Automobile market, BVAR models, Forecast accuracy, Impulse
response analysis, Marketing decision variables, Specification of
marketing priors, variance decomposition, VAR models
JEL: C11,C32,M31
EWPA-references: none
ED: Appears that both paper2.doc and anexos2.doc are identical containing
tables and references.  Author notified 1-24-96.
Report-no: WP-57-1996
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