Dear Tom and all researchers,
I am looking for the RATS code for RALS-LM unit root test. Can any one help me on this? The base paper fo rthis is avaialble at-https://ideas.repec.org/a/bpj/sndecm/v2 ... -45n6.html
Thanks and Regards
Pradiptarathi Panda
Search found 2 matches
- Sun Sep 06, 2020 6:56 am
- Forum: Looking for Code?
- Topic: on RALS-LM Unitroot test
- Replies: 1
- Views: 41663
- Thu Aug 30, 2018 3:26 am
- Forum: Looking for Code?
- Topic: on inter-contentedness using Diebold and Yilamz spillover in
- Replies: 1
- Views: 6622
on inter-contentedness using Diebold and Yilamz spillover in
Dear All, I am trying to get the pair wise interconnected plots as given by Diebold and Yilamz (2015) in their paper Trans-Atlantic Equity Volatility Contentedness: U.S. and European Financial Institutions, 2004-2014. This paper has used the Network Contentedness diagram. Can any one help me how to ...