文件名称:Time-Series-WinRATS-paper-codes
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This file contains WinRATS replication files for famous macroeconomic papers. Financial econometrics, structural vector autoregressive models, and other advanced tools for time-series analyses are included.
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下载文件列表
Wright JBES 2000\wright.prg
................\wright.xls
bai_perron_jae2003\real.dat
..................\uk.dat
..................\usrates.rpf
Baillie Bollerslev JOE 1996\bbmjoe1996.dat
...........................\figarch.prg
balkefombyier1997\irates.xls
.................\spread.rpf
.lanchardquahaer1989\bqdata.xls
....................\BQExample.rpf
....................\BQMonte.rpf
Carstensen JBES 2006\CointEndPoint.src
....................\CondVar.rat
....................\EMUDataSet.rat
....................\FM_OLS.SRC
....................\StabTestLongRun.PRG
Enders Granger JBES 1998\endersgranger.prg
........................\GRANGER.XLS
Gali AER 1999\DATA.RAT
.............\gali_aer.prg
.onzalo Granger JBES 1995\ggdata.rat
.........................\rates.prg
.ray JFE 1996\GrayGarch.prg
.............\markov.src
.............\monthly.xls
.............\weekly.xls
Hansen ECM 1996\GNP.ASC
...............\gnptar.prg
.......Seo JOE 2002\hansenseo.prg
...................\zeroyld.dat
..rvey Ruiz Shephard REStud 1994\multivariate.prg
................................\univariate.prg
................................\xrates.xls
InclanTiao JASA 1994\INCLANTIAO.PRG
KPSW AER 1991\kpsw1.prg
.............\kpsw2.prg
.............\kpsw2.rat
.............\kpsw3.prg
.............\kpsw4.prg
.............\kpsw5.prg
.............\kpsw6.prg
.............\kpswdata.rat
Pesaran Shin Smith JASA 1999\oecd.prg
............................\oecddata.xls
SummersHeston\pwt61.rat
Terasvirta JASA 1994\ger4ind.prg
....................\ger4ind.prn
....................\LagPolyRoots.src
....................\LYNX.DAT
....................\lynx.prg
.se JOE 2000\EXRATEW.DAT
............\tse.prg
Uhlig JME 2005\uhlig1.prg
..............\uhlig2.prg
..............\uhlig3.prg
..............\uhligdata.xls
Watson JPE 1993\watson_jpe.prg
...............\watson_jpe.rat
.illinger Taqqu Teverovsky FS 1999\d-vwew.dat
..................................\ew.prg
..................................\HURST.SRC
..................................\RSSTATISTIC.SRC
................\wright.xls
bai_perron_jae2003\real.dat
..................\uk.dat
..................\usrates.rpf
Baillie Bollerslev JOE 1996\bbmjoe1996.dat
...........................\figarch.prg
balkefombyier1997\irates.xls
.................\spread.rpf
.lanchardquahaer1989\bqdata.xls
....................\BQExample.rpf
....................\BQMonte.rpf
Carstensen JBES 2006\CointEndPoint.src
....................\CondVar.rat
....................\EMUDataSet.rat
....................\FM_OLS.SRC
....................\StabTestLongRun.PRG
Enders Granger JBES 1998\endersgranger.prg
........................\GRANGER.XLS
Gali AER 1999\DATA.RAT
.............\gali_aer.prg
.onzalo Granger JBES 1995\ggdata.rat
.........................\rates.prg
.ray JFE 1996\GrayGarch.prg
.............\markov.src
.............\monthly.xls
.............\weekly.xls
Hansen ECM 1996\GNP.ASC
...............\gnptar.prg
.......Seo JOE 2002\hansenseo.prg
...................\zeroyld.dat
..rvey Ruiz Shephard REStud 1994\multivariate.prg
................................\univariate.prg
................................\xrates.xls
InclanTiao JASA 1994\INCLANTIAO.PRG
KPSW AER 1991\kpsw1.prg
.............\kpsw2.prg
.............\kpsw2.rat
.............\kpsw3.prg
.............\kpsw4.prg
.............\kpsw5.prg
.............\kpsw6.prg
.............\kpswdata.rat
Pesaran Shin Smith JASA 1999\oecd.prg
............................\oecddata.xls
SummersHeston\pwt61.rat
Terasvirta JASA 1994\ger4ind.prg
....................\ger4ind.prn
....................\LagPolyRoots.src
....................\LYNX.DAT
....................\lynx.prg
.se JOE 2000\EXRATEW.DAT
............\tse.prg
Uhlig JME 2005\uhlig1.prg
..............\uhlig2.prg
..............\uhlig3.prg
..............\uhligdata.xls
Watson JPE 1993\watson_jpe.prg
...............\watson_jpe.rat
.illinger Taqqu Teverovsky FS 1999\d-vwew.dat
..................................\ew.prg
..................................\HURST.SRC
..................................\RSSTATISTIC.SRC