文件名称:Time-Series-WinRATS-paper-codes
介绍说明--下载内容来自于网络,使用问题请自行百度
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.
相关搜索: winRATS
econometrics
(系统自动生成,下载前可以参看下载内容)
下载文件列表
Wright JBES 2000/wright.prg
Wright JBES 2000/wright.xls
bai_perron_jae2003/real.dat
bai_perron_jae2003/uk.dat
bai_perron_jae2003/usrates.rpf
Baillie Bollerslev JOE 1996/bbmjoe1996.dat
Baillie Bollerslev JOE 1996/figarch.prg
balkefombyier1997/irates.xls
balkefombyier1997/spread.rpf
blanchardquahaer1989/bqdata.xls
blanchardquahaer1989/BQExample.rpf
blanchardquahaer1989/BQMonte.rpf
Carstensen JBES 2006/CointEndPoint.src
Carstensen JBES 2006/CondVar.rat
Carstensen JBES 2006/EMUDataSet.rat
Carstensen JBES 2006/FM_OLS.SRC
Carstensen JBES 2006/StabTestLongRun.PRG
Enders Granger JBES 1998/endersgranger.prg
Enders Granger JBES 1998/GRANGER.XLS
Gali AER 1999/DATA.RAT
Gali AER 1999/gali_aer.prg
Gonzalo Granger JBES 1995/ggdata.rat
Gonzalo Granger JBES 1995/rates.prg
Gray JFE 1996/GrayGarch.prg
Gray JFE 1996/markov.src
Gray JFE 1996/monthly.xls
Gray JFE 1996/weekly.xls
Hansen ECM 1996/GNP.ASC
Hansen ECM 1996/gnptar.prg
Hansen Seo JOE 2002/hansenseo.prg
Hansen Seo JOE 2002/zeroyld.dat
Harvey Ruiz Shephard REStud 1994/multivariate.prg
Harvey Ruiz Shephard REStud 1994/univariate.prg
Harvey Ruiz Shephard REStud 1994/xrates.xls
InclanTiao JASA 1994/INCLANTIAO.PRG
KPSW AER 1991/kpsw1.prg
KPSW AER 1991/kpsw2.prg
KPSW AER 1991/kpsw2.rat
KPSW AER 1991/kpsw3.prg
KPSW AER 1991/kpsw4.prg
KPSW AER 1991/kpsw5.prg
KPSW AER 1991/kpsw6.prg
KPSW AER 1991/kpswdata.rat
Pesaran Shin Smith JASA 1999/oecd.prg
Pesaran Shin Smith JASA 1999/oecddata.xls
SummersHeston/pwt61.rat
Terasvirta JASA 1994/ger4ind.prg
Terasvirta JASA 1994/ger4ind.prn
Terasvirta JASA 1994/LagPolyRoots.src
Terasvirta JASA 1994/LYNX.DAT
Terasvirta JASA 1994/lynx.prg
Tse JOE 2000/EXRATEW.DAT
Tse JOE 2000/tse.prg
Uhlig JME 2005/uhlig1.prg
Uhlig JME 2005/uhlig2.prg
Uhlig JME 2005/uhlig3.prg
Uhlig JME 2005/uhligdata.xls
Watson JPE 1993/watson_jpe.prg
Watson JPE 1993/watson_jpe.rat
Willinger Taqqu Teverovsky FS 1999/d-vwew.dat
Willinger Taqqu Teverovsky FS 1999/ew.prg
Willinger Taqqu Teverovsky FS 1999/HURST.SRC
Willinger Taqqu Teverovsky FS 1999/RSSTATISTIC.SRC
Wright JBES 2000/wright.xls
bai_perron_jae2003/real.dat
bai_perron_jae2003/uk.dat
bai_perron_jae2003/usrates.rpf
Baillie Bollerslev JOE 1996/bbmjoe1996.dat
Baillie Bollerslev JOE 1996/figarch.prg
balkefombyier1997/irates.xls
balkefombyier1997/spread.rpf
blanchardquahaer1989/bqdata.xls
blanchardquahaer1989/BQExample.rpf
blanchardquahaer1989/BQMonte.rpf
Carstensen JBES 2006/CointEndPoint.src
Carstensen JBES 2006/CondVar.rat
Carstensen JBES 2006/EMUDataSet.rat
Carstensen JBES 2006/FM_OLS.SRC
Carstensen JBES 2006/StabTestLongRun.PRG
Enders Granger JBES 1998/endersgranger.prg
Enders Granger JBES 1998/GRANGER.XLS
Gali AER 1999/DATA.RAT
Gali AER 1999/gali_aer.prg
Gonzalo Granger JBES 1995/ggdata.rat
Gonzalo Granger JBES 1995/rates.prg
Gray JFE 1996/GrayGarch.prg
Gray JFE 1996/markov.src
Gray JFE 1996/monthly.xls
Gray JFE 1996/weekly.xls
Hansen ECM 1996/GNP.ASC
Hansen ECM 1996/gnptar.prg
Hansen Seo JOE 2002/hansenseo.prg
Hansen Seo JOE 2002/zeroyld.dat
Harvey Ruiz Shephard REStud 1994/multivariate.prg
Harvey Ruiz Shephard REStud 1994/univariate.prg
Harvey Ruiz Shephard REStud 1994/xrates.xls
InclanTiao JASA 1994/INCLANTIAO.PRG
KPSW AER 1991/kpsw1.prg
KPSW AER 1991/kpsw2.prg
KPSW AER 1991/kpsw2.rat
KPSW AER 1991/kpsw3.prg
KPSW AER 1991/kpsw4.prg
KPSW AER 1991/kpsw5.prg
KPSW AER 1991/kpsw6.prg
KPSW AER 1991/kpswdata.rat
Pesaran Shin Smith JASA 1999/oecd.prg
Pesaran Shin Smith JASA 1999/oecddata.xls
SummersHeston/pwt61.rat
Terasvirta JASA 1994/ger4ind.prg
Terasvirta JASA 1994/ger4ind.prn
Terasvirta JASA 1994/LagPolyRoots.src
Terasvirta JASA 1994/LYNX.DAT
Terasvirta JASA 1994/lynx.prg
Tse JOE 2000/EXRATEW.DAT
Tse JOE 2000/tse.prg
Uhlig JME 2005/uhlig1.prg
Uhlig JME 2005/uhlig2.prg
Uhlig JME 2005/uhlig3.prg
Uhlig JME 2005/uhligdata.xls
Watson JPE 1993/watson_jpe.prg
Watson JPE 1993/watson_jpe.rat
Willinger Taqqu Teverovsky FS 1999/d-vwew.dat
Willinger Taqqu Teverovsky FS 1999/ew.prg
Willinger Taqqu Teverovsky FS 1999/HURST.SRC
Willinger Taqqu Teverovsky FS 1999/RSSTATISTIC.SRC
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