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Report NEP-ETS-1998-07-27
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Ludwig Kanzler, 1998, "ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression," Statistical Software Components, Boston College Department of Economics, number T871801, revised .
- Daniel Racette & Jacques Raynauld & Christian Sigouin, , "An Up-to-Date and Improved BVAR Model of the Canadian Economy," Staff Working Papers, Bank of Canada, number 94-4, DOI: 10.34989/swp-1994-4.
- Ludwig Kanzler, 1998, "ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity," Statistical Software Components, Boston College Department of Economics, number T871802, revised .
- Jeff Gable & Simon van Norden & Robert Vigfusson, , "Analytical Derivatives for Markov Switching Models," Staff Working Papers, Bank of Canada, number 95-7, DOI: 10.34989/swp-1995-7.
- Ludwig Kanzler, 1998, "PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis," Statistical Software Components, Boston College Department of Economics, number T871805, revised .
- Ludwig Kanzler, 1998, "BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence," Statistical Software Components, Boston College Department of Economics, number T871803, revised .
- Ludwig Kanzler, 1998, "UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests," Statistical Software Components, Boston College Department of Economics, number T871806, revised .
- Alain DeSerres & Alain Guay & Pierre St-Amant, , "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Staff Working Papers, Bank of Canada, number 95-2, DOI: 10.34989/swp-1995-2.
- Ludwig Kanzler, 1998, "DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance," Statistical Software Components, Boston College Department of Economics, number T871804, revised .