1 R-codes for data generating process, 1 white noise, 2 AR=0.5, 3 AR=0.8, 4 AR=0.95, 5 Random walk 2 R-codes for mean group (MG) analysis with pmg function 3 R-codes for mean group (MG) analysis with manual calculation 4 R-codes for mean group (MG) analysis with manual OLS function 5 R-codes for mean group (MG) analysis with manual maximum likelihood function 6 R-codes for pooled mean group (PMG) analysis with panel_ardl function 6 R-codes for pooled mean group (PMG) analysis with manual calculation 8 R-codes for pooled mean group (PMG) analysis with manual single function 9 R-codes for pooled mean group (PMG) analysis with manual double functions 10 R-codes for Monte Carlo simulation for the pooled mean group (PMG) analysis
nonlinear-lab/PMG-analysis
Folders and files
| Name | Name | Last commit date | ||
|---|---|---|---|---|