Man pages for Stevo15025/PANICr
PANIC Tests of Nonstationarity
| 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 |
