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MonteCarlopaneldatatest
- 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
ADFengelgrangertest
- ADF单位根检验engel-granger test用MATLAB做的-ADF unit root test engel-granger test done using MATLAB
ADFGrangerCausalityTest
- ADF单位根检验Granger Causality Test 用MATLAB做的-ADF unit root test Granger Causality Test using MATLAB to do
AugementedDickelyFullerTestforSURmodel
- 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.
adf
- 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
ADF
- 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
matlab_ubique_root
- 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
ADFGranger-Causality-Test
- 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
comp_n5_1
- 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
matlabunitroot
- 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.
BE356_Matlab
- unit root test!!! !!! !!! !!!包括各种计量经济学代码-unit root test!!!!!!!!!!!!!!!!!!!!!including kinds of toolbox
BE356Matlab_Ex04_Ex05_Ex06
- unit root test!!!!!!!!!!!!!!!!!!!!!including kinds of toolbox
Ex06a
- unit root test!!!!!!!!!!!!!!!!!!!!!including kinds of toolbox
r-languge
- 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
1
- 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)
guass
- 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)
R程序
- 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)
R2.0
- 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)
R
- 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)
面板数据模型及其在经济分析中的应用(PDF版)
- 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.)