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Well you scrolled down the page, way down if you ask me.

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----------------------------------------------------------------------------
received from  Mon Jul  3 00:16:43 CDT 1995  to  Thu Jul  6 00:19:18 CDT 1995
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Paper: ewp-em/9507001
From: tmitch@siu.edu
Date: Wed, 5 Jul 95 12:48:04 CDT

Title: On Bartlett and Bartlett-Type Corrections
Author: F. Cribari-Neto (S. Illinois Univ.) & G.M. Cordeiro (Univ. Fed.
de Pernambuco)
Contact: cribari@ysidro.econ.uiuc.edu
Comments: TeX, Dell, HP LaserJet 4M+, pages: 30; figures: included.
Single PostScript file FTP'ed. Note change in Cribari's e-mail address.
Visit our WWW page,
http://www.siu.edu/departments/cola/econ/discpapr.htm
Keywords: Bartlett correction, Edgeworth expansion, Lagrange multiplier
test; likelihood ratio test, score test, Wald test
EWPA-references: ewp-em/9506001 ewp-em/9506003
Report-no: SIUC Paper #95-17
\\
This paper reviews the literature on Bartlett and Bartlett-type
corrections. It focuses on the corrections to the likelihood ratio,
score and Wald test statistics. Three different Bartlett-type
corrections which are equivalent to order 1/n, n being the sample size,
are compared through simulation. One of the forms displayed superior
behavior both in terms of size and power. We also use Monte Carlo
simulation to examine the effect of independent variables and the impact
of the number of nuisance parameters on the finite-sample behavior of
some asymptotic econometric criteria in regression models.
\\ (ewp-em/9507001 ,  0kb + 246kb + 112kb)
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Paper: ewp-prog/9507001
From: edley@eco.uc3m.es (Eduardo Ley)
Date: Wed, 5 Jul 95 16:24:36 +0200

Title: FORTRAN code used in " Bayesian Analysis of Long Memory and
Persistence using ARFIMA Models"
Author: Gary Koop (Dept of Economics, U of Toronto, gkoop@epas.utoronto.ca)
Eduardo Ley (Resources for the Future, ley@rff.org) Jacek Osiewalski
(Academy of Economics, Krak\'ow, eeosiewa@cyf-kr.edu.pl) Mark F.J. Steel
(CentER, Tilburg University, The Netherlands, steel@kub.nl)
Comments:  Contains examples of data, parameter and output files.
EWP References: econwpa.wustl.edu/eprints/em/papers/9505/9505001
\\
Abstract: The paper econwpa.wustl.edu/eprints/em/papers/9505/9505001
provides a Bayesian analysis of Autoregressive Fractionally Integrated
Moving Average (ARFIMA) models. We discuss in detail inference on
impulse responses, and show how Bayesian methods can be used to (i) test
ARFIMA models against ARIMA alternatives, and (ii) take model
uncertainty into account when making inferences on quantities of
interest. Our methods are then used to investigate the persistence
properties of real U.S. GNP.
\\ (ewp-prog/9507001 ,  0kb + 103kb)
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