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Levin-Lin-Chu test results.
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创建时间：
2021-12-22
相关数据集
Performance of the Johansen test in time series measured on different scales.
Performance of the Johansen test in time series measured on different scales.
NIAID Data Ecosystem80
Results of panel unit root test: CADF and CIPS test.
Results of panel unit root test: CADF and CIPS test.
Figshare2024-10-08 更新40
Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model
We use ten common macroeconomic variables to test for the predictability of the quarterly growth rate of house price index (HPI) in the United States during 1975:Q1–2018:Q2. We extend the instrumental
NIAID Data Ecosystem20
Replication For: Equation Balance in Time Series Analysis: Lessons Learned and Lessons Needed
The papers in this symposium use Monte Carlo simulations to demonstrate the consequences of estimating time series models with variables that are of different orders of integration. In this summary, I
NIAID Data Ecosystem50
Data for: Nonstationarity-extended Whittle estimation with discontinuity: A correction
This dataset is downloaded from the Federal Reserve Bank of St. Louis (https://research.stlouisfed.org/econ/mccracken/fred-databases/).
Mendeley Data2021-04-26 更新30
