Hello,
what is "bandwidth selection"? How is it choosen and where can i read about it?
cheers
Search found 2 matches
- Tue Sep 15, 2009 11:24 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 424218
- Fri Aug 21, 2009 9:14 am
- Forum: Programming
- Topic: panel unit root program
- Replies: 0
- Views: 2400
panel unit root program
Good day,
Does anyone have a program that do any of the typical unit root/cointegration test for panel data? Need one for testing the monetary exchange rate.
Or is there any example programs available so that i can try making one myself?
Thanks,
Sputnik
Does anyone have a program that do any of the typical unit root/cointegration test for panel data? Need one for testing the monetary exchange rate.
Or is there any example programs available so that i can try making one myself?
Thanks,
Sputnik