The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
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Jul 1, 2021 - MATLAB
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panel-data
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The replication data and files for “Group Local Projection”
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Jun 26, 2023 - MATLAB
The main aim of this code is to measure the co-movements along 9 different currencies.
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Dec 28, 2022 - MATLAB
This repository contains the Matlab code for performing the cross-sectional error dependence tests in panel data models, including the Lagrange multiplier (LM) test by Breusch and Pagan (1980), the cross-sectional dependence (CD) and scaled LM (CD_LM) tests by Pesaran (2004, 2015), the bias‐adjusted LM test by Pesaran, Ullah, and Yamagata (2008)…
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Mar 11, 2021 - MATLAB
This repository contains the Matlab code for performing the slope homogeneity tests in panel data models, including the Swamy’s test by Swamy (1970) and the Delta tests by Pesaran and Yamagata (2008).
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Mar 11, 2021 - MATLAB
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