adf | ADF test for PANIC (2010) |
adf04 | ADF test for PANIC (2004) |
adfc2 | ADF critical values for PANIC (2004) demeaned data |
adfnc | ADF test critical values for PANIC (2004) idiosyncratic test |
adfp | Generalized Least Squares Modified Dickey-Fuller t test |
coint0 | Cointegration test critical values for PANIC (2004) |
getnfac | Determining The Number of Factors In Approximate Factor Model |
glsd | General Least Squares Detrending |
lagn | Create lags for matrix |
lm1 | KPSS test critical values for PANIC (2004) idiosyncratic test |
MCMCpanic04 | PANIC (2004) MCMC Non-Stationarity Tests on Common and... |
MCMCpanic10 | MCMC PANIC (2010) Sample Moment and PAC tests for... |
minindc | Create an Index of lowest values of each column |
mydiff | Difference a matrix |
myols | Beta Coefficients for standard OLS |
NIPA_agg_5 | NIPA Aggregate Level 5 |
NIPA_agg_9 | NIPA Aggregate Level 9 |
nuisance | Estimate the nuisance parameters of the error term |
nw | Bandwidth Selection |
panic04 | PANIC (2004) Non-Stationarity Tests on Common and... |
panic10 | PANIC (2010) Sample Moment and PAC tests for Idiosyncratic... |
pc | Principle Component Analysis for PANIC (2004) |
pool | Pooling Function for PANIC (2010) |
poolcoint | Pooling Function for Cointegration test PANIC (2004) |
s2ar | Finding optimal lag for dfgls test |
trimr | Trim dataset |
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