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资源简介：
Cointegration test.
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创建时间：
2021-10-20
相关数据集
Panel Data Cointegration Testing with Structural Instabilities
Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the article. The set-up includes (possibly unknown) multiple structural breaks that can affec
DataCite Commons2024-12-18 更新110
Panel data cointegration testing with structural instabilities
Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper. The set-up includes (possibly unknown) multiple structural breaks that can affect
DataCite Commons2024-12-18 更新60
Replication Data for: Have Your Cake and Eat it Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models
Although recent articles have stressed the importance of testing for unit-roots and cointegration in time series analysis, practitioners have been left without a straightforward procedure to implement
DataONE2018-12-13 更新50
Replication Data for: Hypothesis Testing with Error Correction Models
Grant and Lebo (2016) and Keele, Linn, and Webb (2016) clarify the conditions under which the popular general error correction model (GECM) can be used and interpreted easily: In a bivariate GECM the
NIAID Data Ecosystem90
Replication Data for: Cointegration Testing and Dynamic Simulations of Autoregressive Distributed Lag Models
This includes the data and scripts necessary to produce the figures and analysis.
NIAID Data Ecosystem50
