4 Questions 6 Answers 0 Followers
Questions related from Vinodh Madhavan
While I have come across and used R and RATS procedures for univariate and multivariate GARCH models, which is the best package for estimating non-generic fractional GARCH variants such as...
20 June 2025 7,075 0 View
Having spent some time on the literature on nonlinearity and chaos, I see many recent studies published in journals such as, but not limited to, Energy Economics, Physica A, Applied Financial...
26 March 2013 7,567 2 View
RATS offers many routines to execute metric nonlinear tests such as Mandelbrot's classical R/S test, Lo's Modified R/S test, McLeod Li test, Engle's LM test, Tsay test, BDS test, Hinich bispectrum...
26 March 2013 5,989 2 View
While working on different papers, I encountered an interesting finding and decided to reach out to this community for some clarification. I normally use multiple tests, namely ADF, PP & KPSS, to...
20 March 2013 5,001 24 View