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Description: 蒙特卡罗方法计算面板数据单位根检验统计值之有限样本密度分布-Monte Carlo method panel data unit root test statistics of the density distribution of the limited sample
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Size: 3072 |
Author: jackeey |
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Description: ADF单位根检验engel-granger test用MATLAB做的-ADF unit root test engel-granger test done using MATLAB
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Size: 3072 |
Author: jackeey |
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Description: ADF单位根检验Granger Causality Test 用MATLAB做的-ADF unit root test Granger Causality Test using MATLAB to do
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Size: 3072 |
Author: jackeey |
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Description: Field: Economics Finance
One of the unit root tests known as Dickey Fuller Test is implemented in Matlab for Dynamic pannel Modeling and for seemingly unrelated regression of stock data.
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Size: 13312 |
Author: Zmahmood |
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Description: 用于金融计量学上，对数据进行单位根检验，也可以用来作为金融计量学上协整关系检验的基础-Used in financial econometrics, the pairs of the data unit root test can also be used as a financial econometrics cointegration relationship on the basis of test
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Size: 1024 |
Author: sundapeng |
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Description: 关于单位根检测的matlab代码，有详细使用说明-Unit root test on the matlab code, detailed instructions
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Size: 1477632 |
Author: 缘缘 |
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Description: matlab中用来作单位根检测的程序，内有使用说明-matlab in the unit root test used for the procedure, there are instructions
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Size: 49152 |
Author: 缘缘 |
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Description: 单位根检验是指检验序列中是否存在单位根，因为存在单位根就是非平稳时间序列了.单位根就是指单位根过程，可以证明，序列中存在单位根过程就不平稳，会使回归分析中存在伪回归。 单位根检验是随机过程的问题。定义随机序列{ x_t}，t=1,2,…是一单位根过程，-Unit Root Test
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Size: 3072 |
Author: 吴柏松 |
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Description: 面板单位根检验的matlab代码，基于最小绝对偏差估计的混合自助法的面板单位根检验方法，-panel unit root test matlab code， which is based on the LAD estimation and Hybrid bootstrap
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Size: 2048 |
Author: wu jianhong |
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Description: 2 matlab files, combining to perform the Augmented Dickey-Fuller unit root test in Matlab.
Useful for detecting auto-correlations and check for stationarity in time series, check for spurious regression, etc.
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Size: 5120 |
Author: stefan.petrov.beb |
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Description: unit root test!!! !!! !!! !!!包括各种计量经济学代码-unit root test!!!!!!!!!!!!!!!!!!!!!including kinds of toolbox
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Size: 95232 |
Author: Xinyang |
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Description: unit root test!!!!!!!!!!!!!!!!!!!!!including kinds of toolbox
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Size: 109568 |
Author: Xinyang |
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Description: unit root test!!!!!!!!!!!!!!!!!!!!!including kinds of toolbox
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Size: 3072 |
Author: Xinyang |
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Description: 本书通过案例讲述时间序列分析有关的概念和方法, 不仅介绍了ARMA模型、状态空间模型、Kalman滤波、单位根检验和GRACH模型等一元时间序列方法, 还介绍了很多最新的多元时间序列方法, 如线性协整、门限协整、VAR模型、Granger因果检验、神经网络模型、可加AR模型和谱估计等. 书中强调对真实的时间序列数据进行分析, 全程使用R软件分析了各个科学领域的实际数据, 还分析了金融和经济数据的例子. 本书例题用到的实际数据都可以从网上下载.-Book time series analysis of the concepts and methodologies through case about not only introduced the ARMA model, state space model, Kalman filtering, unit root test and GRACH models one yuan Time Series, also introduced a lot of new multivariate time series methods, such as linear cointegration, threshold cointegration, VAR model, Granger causality test, neural network models, additive AR and spectral estimation. the book emphasizes the real time series data analysis, full use of R software analyzes the various scientific fields the actual data, but also analyzes the examples of financial and economic data. the actual data used in the examples the book can be downloaded the Internet.
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Size: 5120 |
Author: 林林 |
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Description: 当时间序列在线性单位根检验中非平稳，可以用基于傅里叶变换下的非线性单位根检验，(Non linear unit root test)
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Size: 1024 |
Author: 那就算了吧 |
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Description: 当时间序列在线性单位根检验下非平稳时，可用该程序计算傅里叶变化下时间序列的T值(Non linear unit root test)
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Size: 1024 |
Author: 那就算了吧 |
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Description: 基于EL模型下的非线性单位根检验，适用于R软件的代码(Non linear unit root test)
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Size: 4096 |
Author: 那就算了吧 |
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Description: R环境内，非线性条件下时间序列的单位根检验代码，(Non linear unit root test)
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Size: 5120 |
Author: 那就算了吧 |
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Description: R环境内，非线性条件下单位根检验程序，此文件为应用程序(Non linear unit root test)
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Size: 16384 |
Author: 那就算了吧 |
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Description: 王志刚老师版的stata面板数据模型应用，静态，动态，单位根检验和协整检验，面板受限模型等等(Wang Zhigang's version of Stata panel data model application, static, dynamic, unit root test and cointegration test, Panel Limited model and so on.)
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Size: 20043776 |
Author: huagong |
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