------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Sun Dec 1 00:05:51 CST 1996. (To retrieve abstracts without full papers, use e.g. get 9612001.abs ) get 3 2.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612001 From: ezivot@u.washington.edu Date: Mon, 2 Dec 96 12:45:55 CST ( 0kb + 634kb + 302kb ) Title: The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. Author: A. Eric Zivot (The University of Washington) Contact: ezivot@u.washington.edu Comments: Type of Document - Adobe .pdf file; prepared on IBM-PC; pages: 25; figures: 25, in separate file ecmfigs.pdf Keywords: cointegration, common factor, error correction model, local power, misspecification, near-cointegration, strong exogeneity, weak exogeneity. JEL: C22 C51 EWPA-references: Report-no: DS-ECM-96 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612002 From: ezivot@u.washington.edu Date: Mon, 2 Dec 96 12:57:03 CST ( 0kb + 418kb ) Title: Valid Confidence Intervals and Inference in the Presence of Weak Instruments Author: A. Charles R. Nelson (The University of Washington) and B. Richard Startz (The University of Washington) and C. Eric Zivot (The University of Washington) Contact: cnelson@u.washington.edu Comments: Type of Document - Adobe .pdf file; prepared on Mac; pages: 49; figures: 8, included in paper Keywords: confidence intervals, instrumental variables, pre-testing, weak instruments JEL: C12 C30 EWPA-references: Report-no: DS#96-15 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612003 From: framos@fep.up.pt ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: Thu, 5 Dec 96 08:14:49 CST Title: Causality Among Sales, Advertising and Prices: New Evidence from a Multivariate Cointegrated System Author: Francisco F. R. Ramos (University of Porto, Faculty of Economics) Contact: framos@fep.up.pt Phone: +351-2-5509720 Address: Francisco F. R. Ramos, Faculty of Economics, University of Porto, 4200 Porto, Portugal JEL: C32, D49, M31, M37 URL: EWPA-references: Keywords: Car market, cointegration analysis, Granger-causality, marketing-mix, variance decompositions, vector-error correction model Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612004 From: framos@fep.up.pt Date: Mon, 9 Dec 96 14:51:45 CST ( 0kb + 91kb + 37kb + 1kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 1kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 0kb + 1kb + 0kb + 53kb + 92kb ) Title: Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System 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; pages: 12 Keywords: Car market, cointegration analysis, Granger-causality, marketing-mix, variance decompositions, vector error-correction model JEL: C32, D49, M31, M37 EWPA-references: Report-no: FR-96121 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612005 From: frbkc!tclark@uunet.uu.net ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ABSTRACT ONLY ( 0kb ) Date: 12 Dec 96 16:22:40 -0600 Title: Finite-Sample Properties of Tests for Forecast Equivalence Author: Todd E. Clark (Federal Reserve Bank of Kansas City) Contact: tclark@frbkc.org Phone: (816)881-2575 Address: Todd Clark Economic Research Dept. Federal Reserve Bank of Kansas City 925 Grand Blvd. Kansas City, MO 64198 USA JEL: C53 C12 C52 Report-no: Federal Reserve Bank of Kansas City Research Working Paper 96-3 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612006 From: etpdihei@bs.ehu.es Date: Tue, 17 Dec 96 07:31:34 CST ( 0kb + 172kb + 63kb ) Title: Selecting the Number of Replications in a Simulation Study. Author: A. Ignacio Díaz-Emparanza(Universidad del País Vasco) Contact: etpdihei@bs.ehu.es Comments: Type of Document - PostScript; prepared on IBM PC ; to print on PostScript; pages: 13 ; figures: included. None. Keywords: Number of replications, Monte-Carlo, accuracy, binomial distribution. JEL: C1 EWPA-references: None. Report-no: DT-96-000001 \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/9612007 From: thomas.kaiser@uni-tuebingen.de Date: Tue, 17 Dec 96 08:54:59 CST ( 0kb + 362kb + 164kb + 270kb + 10kb + 10kb + 7kb + 10kb + 14kb + 14kb + 10kb + 10kb + 7kb + 10kb + 13kb + 13kb + 10kb + 11kb + 7kb + 10kb + 13kb + 14kb + 48kb + 46kb + 11kb + 11kb + 7kb + 10kb + 14kb + 14kb + 13kb + 13kb + 13kb + 13kb + 13kb + 14kb + 13kb + 13kb + 13kb + 13kb + 13kb + 14kb ) Title: One-Factor-GARCH Models for German Stocks - Estimation and Forecasting - Author: Thomas Kaiser (Eberhard-Karls-Universitaet Tuebingen, Germany) Contact: thomas.kaiser@uni-tuebingen.de Comments: Type of Document - Postscript/tared/gzipped; prepared on HP- UX; to print on Postscript; pages: 34 , 19 ; figures: included (seperate files). Tuebinger Diskussionsbeitraege Nr. 87 Wirtschaftswissenschaftliche Fakultaet Eberhard-Karls-Universitaet Tuebingen Keywords: Dynamic Factors, GARCH, Asset Pricing, Forecasting JEL: C32 G12 EWPA-references: Report-no: TD-87 \\