Data.csv
File description: - “Data.csv”: raw data for 21 countries in quarterly frequency as described in the paper - “Main.R”: R-code that creates most of the output (to be run in RStudio, created with R-4.0.2). - “PMG Functions.R”: functions that are called by Main.R - “EViews tests.prg”: a script that runs the IPS, ADF and Pedroni tests in EViews (created in EViews 10) Instructions: - If necessary, install R packages listed in Main.R - Run Main.R step by step - Run “EViews tests.prg” on two data files that are created within Main.R Note: - Stata’s “xtpmg” command provides a framework to run pooled mean group regressions. However, the optimization procedure is quite slow and frequently fails to converge. Therefore, I build functions in R which use the iteration procedure presented in Pesaran et al. 1999.
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| Type | data |
| Version | 1 |
| Authors | Shida, Jakob |
| DOI | |
| Publication Date | 2021 |
| Availability | Download |
| Geographic Area (free) | |
| Temporal Coverage (free) | |
| Unit Type | |
| Number of Units | |
| Sampled Universe | |
| Number of Variables | |
| URL | https://journaldata.zbw.eu/dataset/007675ee-3d98-4bbc-b61d-d052db203e1c/resource/1291361d-862b-456a-b0ea-35743349a4b0/download/data.csv |
| Last updated | August 4, 2021 |
| Created | August 4, 2021 |
