enders_3.zip | ||

enders_4.zip | ||

enders4p056.rpf | Moving average representation (theoretical) | Intermediate |

enders4p070.rpf | ARMA models | Intermediate |

enders4p088.rpf | ARMA models, forecasting | Advanced |

enders4p098.rpf | Seasonal ARMA models | Basic |

enders4p103.rpf | ARMA models;Chow test | Basic |

enders4p106.rpf | Recursive least squares;threshold regression | Intermediate |

enders4p111.rpf | Combining forecasts | Advanced |

enders4p134.rpf | GARCH model | Intermediate |

enders4p136.rpf | GARCH model with variance shift | Intermediate |

enders4p137.rpf | ARMA-GARCH model; IGARCH model | Intermediate |

enders4p158.rpf | GARCH; IGARCH; EGARCH; GARCH-M models | Intermediate |

enders4p169.rpf | Multivariate GARCH | Intermediate |

enders4p173.rpf | GARCH model, volatility impulse response | Advanced |

enders4p181.rpf | Deterministic trend models | Basic |

enders4p186.rpf | Simulation of various trend models | Basic |

enders4p210.rpf | Unit root test | Basic |

enders4p211.rpf | Unit root test | Intermediate |

enders4p219.rpf | Unit root tests/lag length | Intermediate |

enders4p226.rpf | Seasonal unit root test (HEGY) | Intermediate |

enders4p233.rpf | Unit root test with breaks | Basic |

enders4p245.rpf | Panel unit root test | Intermediate |

enders4p251.rpf | Beveridge-Nelson decomposition | Intermediate |

enders4p252.rpf | Beveridge-Nelson decomposition | Intermediate |

enders4p254.rpf | Hodrick-Prescott filter | Basic |

enders4p260.rpf | Graph of data | Basic |

enders4p278.rpf | Transfer function model; impulse response to exogenous variable | Intermediate |

enders4p309.rpf | Vector Autoregression | Intermediate |

enders4p322.rpf | Structural VAR (SVAR) | Intermediate |

enders4p364.rpf | Cointegration tests; Enders-Granger tests | Intermediate |

enders4p375.rpf | Simulation of cointegrated models | Intermediate |

enders4p389.rpf | Cointegration, estimation by ML | Advanced |

enders4p397.rpf | Cointegration; Enders-Granger; ML | Advanced |

enders4p422.rpf | Simulation of models with breaks | Basic |

enders4p432.rpf | Structural breaks in linear model | Basic |

enders4p436.rpf | Threshold model | Intermediate |

enders4p446.rpf | Neural network | Basic |

enders4p449.rpf | STAR model | Advanced |

enders4p457.rpf | TAR model, Generalized Impulse Response | Advanced |

enders4p458.rpf | TAR model, Bootstrap forecasts | Advanced |

enders4p464.rpf | Threshold unit root test; Enders-Granger test | Advanced |

enders4p468.rpf | Structural breaks in linear model | Basic |

enders4p470.rpf | Structural breaks in linear model | Basic |

enders4p472.rpf | LSTAR model vs Structural Breaks | Intermediate |