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- Tue Jul 14, 2015 10:41 pm
- Forum: Looking for Code?
- Topic: PANIC model by Bai and Ng 2004
- Replies: 0
- Views: 5819
PANIC model by Bai and Ng 2004
I want to use PANIC model by Bai and Ng (2004) Econometrica 72, 1127-1177, but I do not Know code for the RATS version 9. 1- code for determining the number of factors, for creating factor and for principle component analysis (according to Bai and Ng 2002 criteria) 2- code for unit root and cointegr...