文件名称:AugementedDickelyFullerTestforSURmodel
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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.
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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下载文件列表
ADF
...\execution time.txt
...\MADF_Critical_Values_80panels.mat
...\madf_lag.m
...\main_rsur_mdf.m
...\main_rsur_mdf0.m
...\montecarlo.m
...\par_lag.m
...\shiftl.m
...\shiftlr.m
...\shiftr.m
...\varlags.m
...\wald_N_T_K_80panels.mat
madf_result.zip
...\execution time.txt
...\MADF_Critical_Values_80panels.mat
...\madf_lag.m
...\main_rsur_mdf.m
...\main_rsur_mdf0.m
...\montecarlo.m
...\par_lag.m
...\shiftl.m
...\shiftlr.m
...\shiftr.m
...\varlags.m
...\wald_N_T_K_80panels.mat
madf_result.zip