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Mathimatics-Numerical algorithms
matlab
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Unit root test on the matlab code, detailed instructions
Packet file list
(Preview for download)
ADF\ADF_Individual.m
...\ADF_Individual_GS.m
...\Critical_DF.mat
...\Distribution.m
...\LongRun_Variance.m
...\NbFactors.m
...\readme.txt
...\Tables_Pesaran.mat
...\Table_Pesaran.m
...\tdis_inv.m
...\Test_BNG.m
...\Test_CH.m
...\Test_IPS.m
...\Test_IV.m
...\Test_LL.m
...\Test_MP.m
...\Test_MW.m
...\Test_PS.m
ADF
...\ADF_Individual_GS.m
...\Critical_DF.mat
...\Distribution.m
...\LongRun_Variance.m
...\NbFactors.m
...\readme.txt
...\Tables_Pesaran.mat
...\Table_Pesaran.m
...\tdis_inv.m
...\Test_BNG.m
...\Test_CH.m
...\Test_IPS.m
...\Test_IV.m
...\Test_LL.m
...\Test_MP.m
...\Test_MW.m
...\Test_PS.m
ADF
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