Time-Series-WinRATS-paper-codes This file contains WinRATS replication files for famous macr - source code download

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Time-Series-WinRATS-paper-codes

Classification:Windows/.NET - Other WINDOWS program Development Tool:EasyLanguage易语言 Sise:1.72 MB Upload time:2011/6/9 15:01:52 Uploader:carefreelion Download Statistics:

Description

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.has passed the test.

File list:
Baillie Bollerslev JOE 1996
..........................\bbmjoe1996.dat
..........................\figarch.prg
bai_perron_jae2003
.................\real.dat
.................\uk.dat
.................\usrates.rpf
balkefombyier1997
................\irates.xls
................\spread.rpf
blanchardquahaer1989
...................\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
Gonzalo Granger JBES 1995
........................\ggdata.rat
........................\rates.prg
Gray JFE 1996
............\GrayGarch.prg
............\markov.src
............\monthly.xls
............\weekly.xls
Hansen ECM 1996
..............\GNP.ASC
..............\gnptar.prg
Hansen Seo JOE 2002
..................\hansenseo.prg
..................\zeroyld.dat
Harvey 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
Tse 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
Willinger Taqqu Teverovsky FS 1999
.................................\d-vwew.dat
.................................\ew.prg
.................................\HURST.SRC
.................................\RSSTATISTIC.SRC
Wright JBES 2000
...............\wright.prg
...............\wright.xls

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