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Results of Breuch-Godfrey test for higher-order autocorrelation.
Results of Breuch-Godfrey test for higher-order autocorrelation.
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Figshare
2024-10-25 更新
2026-04-28 收录
时间序列自相关检验
计量经济学模型
数据链接:
https://figshare.com/articles/dataset/Results_of_Breuch-Godfrey_test_for_higher-order_autocorrelation_/27305503
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资源简介:
Results of Breuch-Godfrey test for higher-order autocorrelation.
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创建时间:
2024-10-25
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Results of the estimation of the Heckman regression model.
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Results of the estimation of the Heckman regression model.
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Replication Data for: "Estimation in the Fixed Effects Ordered Logit Model"
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有序响应数据分析
Muris. Chris, (2017) "Estimation in the Fixed Effects Ordered Logit Model." Review of Economics and Statistics 99:3, 465-477.
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Autocorrelated Error with AR(1) Process
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The autoregressive data set indicates data generated with autocorrelated error with AR(!) process
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2023-04-26 更新
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Appendix C. Methods to test for temporal autocorrelation in the residuals on unevenly samples in nonlinear regressions.
非线性回归诊断
时间序列自相关检验
Methods to test for temporal autocorrelation in the residuals on unevenly samples in nonlinear regressions.
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2016-08-10 更新
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Programs and Output for the paper, "On Estimating Long-Run Effects in Models with Lagged Dependent Variables"
计量经济学模型
长期效应估计
These are all the programs, and associated outputs, associated with TABLES 1 through 9 of the paper. The Stata do files are in two parts. The A program should be run first before running the B program
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