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Report NEP-ETS-2017-07-23
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:
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Forecast evaluation tests and negative long-run variance estimates in small samples," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/03, Mar.
- David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Testing for a unit root against ESTAR stationarity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/02, Feb.
- Benjamin Wong, 2017, "Incorporating Relevant Multivariate Information for Characterizing Half-Life with an Application to Purchasing Power Parity," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-47, Jul.
- James Morley & Benjamin Wong, 2017, "Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-46, Jul.