Which software can perform Andrews and Kim's (2006) test?

More Monir Ahmed's questions See All

Is there any MATLAB code/ R package/ RATS code available for this article "Tests for Cointegration Breakdown Over a Short Time Period'?

Andrews and Kim (2006). " Tests for Cointegration Breakdown Over a Short Time Period", Journal of Business and Economics Statistics, Volume 24, 2006 - Issue 4, pp: 379-394. Several articles have...

11 December 2017 1,670 2 View

How can I get capital-labor ratio for each country?

How can I get capital-labor ratio for each country? Does the PWT table calculate this ratio?

31 December 2015 5,717 2 View

If the data set is Panel data set, then how to do principle component analysis?

If data set is in panel-form, then can we perform principle component analysis( PCA) for overall data? Or, should we perform PCA on individual basis?

10 November 2015 6,071 4 View

In semiparametric regression, how can I estimate the derivative function?

Suppose, the semiparametric regression ( Robinson's estimator) say that the function is quadratic. How can I estimate the derivative function of that quadratic function? Is there any STATA code or...

08 September 2015 821 1 View

Any advice about the Granger causality test?

If one of my variables is an index variable, then can I perform granger causality test ( time series or panel )? If the index variable is the main independent variable, can I perform the...

06 July 2015 4,437 5 View

Is there any MATLAB code/ R package/ RATS code available for this article "Tests for Cointegration Breakdown Over a Short Time Period'?

Andrews and Kim (2006). " Tests for Cointegration Breakdown Over a Short Time Period", Journal of Business and Economics Statistics, Volume 24, 2006 - Issue 4, pp: 379-394. Several articles have...

01 January 1970 2,664 0 View

GC-MS retention index prediticon?

Hello experts, Does anyone know any free software about retention index prediction ?

08 August 2024 7,403 2 View

Can anyone provide me with molecular docking softwares/ websites?

Molecular docking software/ websites?

02 August 2024 8,704 7 View

Johansen test question on the number of cointegration relationships?

Hello everyone

01 August 2024 6,431 4 View

I am working on my Master's thesis on the biogeography of the genus Ruagea and I would like to ask, could someone help me to check whether my result?

I created a file with my outgroup and ingroup species using Beauti, ran it in BEAST, viewed it in Tracer, and then used TreeAnnotator to create a file that I imported into RASP. Could someone...

28 July 2024 2,979 1 View

Quantile cointegration estimate?

Dear all, does anyone has the estimation code for Xiao (2009) quantile cointegration test.

28 July 2024 6,133 3 View

How can I replace missing data in time series (using EViews)?

My thesis includes variables of inflation rate (monthly), interest rate (weekly), exchange rate (daily), and crude oil production (monthly), as well as imports and exports (annually). The period...

27 July 2024 7,384 5 View

How apply Kao Residual Cointegration Test in eviews?

Kao's panel cointegration tests , is there anyone willing to explain me the eviews-9 output for the Kao's panel cointegration tests?

23 July 2024 5,051 4 View

VECM Model: Positive/insignificant CointEq1 ?

Hello everyone, I am conducting

22 July 2024 8,085 11 View

Which software tools are best for enhancing diagnostic accuracy in chest X-ray imaging using image reconstruction and neural networks?

I am reaching out to seek your valuable advice and recommendations regarding the best software tools to use for this research. Specifically, I am looking for software with a user-friendly...

22 July 2024 3,794 1 View

How to test multivariate outlier in STATA?

Hey all, I need help testing for multivariate outliers using STATA for my master thesis. The literature recommends the Minimum Covariance Determinant (MCD) (Verardi & Dehon, 2010). I found the...

22 July 2024 8,821 2 View