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Report NEP-ETS-2000-07-03
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:
- Maral Kichian, 2000, "GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide," Staff Working Papers, Bank of Canada, number 00-2, DOI: 10.34989/swp-2000-2.
- Wouter J. den Haan & Andrew T. Levin, 2000, "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0255, Jun.
- James D. Hamilton, 2000, "What is an Oil Shock?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7755, Jun.
- Greg Tkacz, 2000, "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers, Bank of Canada, number 00-5, DOI: 10.34989/swp-2000-5.
- Kenneth D. West, 2000, "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0256, Jun.
- Greg Tkacz, 2000, "Non-Parametric and Neural Network Models of Inflation Changes," Staff Working Papers, Bank of Canada, number 00-7, DOI: 10.34989/swp-2000-7.