The ESTIMA website www.estima.com/enders allows you to download the Programming Manual, data set and all programs in a single zip file.
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Pages
- Applied Econometric Time Series
- Enders-Granger Test Files
- Family and Friends
- Programs for E-view users
- RATS Programming Manual
- Working Papers
- A General Test For Time-dependence in Parameters
- A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence
- After 9/11: Is It All Different Now?
- An economic perspective on transnational terrorism
- Assessing the Importance of Global Shocks versus Country-Specific Shocks
- Distribution Of Transnational Terrorism Among Countries By Income Classes And Geography After 9/11
- Economic Consequences Of Terrorism In Developed And Developing Countries: An Overview
- Forecasting Persistent Data with Possible Structural Breaks: Old School and New School Lessons Using OECD Unemployment Data
- Identifying aggregate demand and supply shocks in a small open economy
- In-Sample and Out-of-Sample Properties of Linear and Nonlinear Taylor Rules
- Is Transnational Terrorism Becoming More Threatening?
- Modeling Inflation and Money Demand Using a Fourier-Series Approximation
- Non-White Poverty and the MacroEconomy: The Impact of Growth
- Plagiarism in the Economics Profession: A Survey
- Rational Terrorists and Optimal Network Structure
- Stationarity tests with unattended nonlinearity
- Testing for a unit root with a nonlinear Fourier function
- Transnational Terrorism 1968-2000: Thresholds, Persistence, And Forecasts
- Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates
- Using the Aggregate Demand-Aggregate Supply Model to Identify Structural Demand-Side and Supply-Side Shocks: Results Using a Bivariate VAR
- What Do We Know About The Substitution Effect In Transnational Terrorism?
- Whose line is it?: A Survey of Plagiarism in the Economics Profession
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