Is there any command that can do the BSADF test?
Relevant papers Phillips et.al(PWY,2011),Phillips et.al(PSY,2015a,2015b),Phillips and Shi(2018).
Phillips, P. C. B., S. Shi, and J. Yu. 2015a. Testing for multiple bubbles: Historical episodes of exuberance and
collapse in the S&P 500. International Economic Review 56:1043–78.
———. 2015b. Testing for multiple bubbles: Limit theory of real-time detectors. International Economic Review
56:1079–134.
Related Posts with Is there any command that can do the BSADF test?
Converting string var to clock var, where seconds don't agreeI am trying to compare two times, measured in YMD, hms format, to see if they are the same. As the …
Pie graph with 12 variants of answers recorded in three columnsHello! I have a spreadsheet. 17 respondents answered on the question, where should be selected 3 var…
How to generate new variable based on certain conditions?Hi Statalist, I am stuck with a very silly problem which I am unable to work out. Please consider th…
Regression output - Bug?Hi everyone, I am trying to run some old code (version 14.2) using a new Stata version (15.1) on a …
Precise Interpretation of Difference in Difference Regression CoefficientsI am new to econometrics and want to verify that I have the correct precise interpretation for the c…
Subscribe to:
Post Comments (Atom)
0 Response to Is there any command that can do the BSADF test?
Post a Comment