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MATLAB function to easily download economic time series data from the FRED (Federal Reserve Economic Data) online database maintained by the Research Department at the Federal Reserve Bank of St. L…
MATLAB implementation of the DF-GLS unit root test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the…
MATLAB
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