Bai and Ng (2002,2004) common & idiosyncratic factors
Posted: Wed Mar 15, 2017 5:11 pm
Hi there, I hope you are keeping well.
Please, I need help regarding the following codes:
i) Bai, J. y S. Ng (2002). “Determining the Number of Factors in Approximate Factor Models.” Econometrica 70(1): 191-221
and
ii) Bai, J. y S. Ng (2004). “A PANIC Attack on Unit Roots and Cointegration.” Econometrica 72(4): 1127-77
If any of you have a code/add-in, I would appreciate your support.
Thanks a lot.
All the best,
Please, I need help regarding the following codes:
i) Bai, J. y S. Ng (2002). “Determining the Number of Factors in Approximate Factor Models.” Econometrica 70(1): 191-221
and
ii) Bai, J. y S. Ng (2004). “A PANIC Attack on Unit Roots and Cointegration.” Econometrica 72(4): 1127-77
If any of you have a code/add-in, I would appreciate your support.
Thanks a lot.
All the best,