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.

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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 T871801, Boston College Department of Economics.
• Daniel Racette & Jacques Raynauld & Christian Sigouin, "undated". "An Up-to-Date and Improved BVAR Model of the Canadian Economy," Staff Working Papers 94-4, Bank of Canada.
• Ludwig Kanzler, 1998. "ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity," Statistical Software Components T871802, Boston College Department of Economics.
• Jeff Gable & Simon van Norden & Robert Vigfusson, "undated". "Analytical Derivatives for Markov Switching Models," Staff Working Papers 95-7, Bank of Canada.
• Ludwig Kanzler, 1998. "PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis," Statistical Software Components T871805, Boston College Department of Economics.
• Ludwig Kanzler, 1998. "BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence," Statistical Software Components T871803, Boston College Department of Economics.
• Ludwig Kanzler, 1998. "UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests," Statistical Software Components T871806, Boston College Department of Economics.
• Alain DeSerres & Alain Guay & Pierre St-Amant, "undated". "Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy," Staff Working Papers 95-2, Bank of Canada.
• Ludwig Kanzler, 1998. "DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance," Statistical Software Components T871804, Boston College Department of Economics.