RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results
AbstractReplicates results from King, Plosser, Stock and Watson(1991), "Stochastic Trends and Economic Fluctuations", American Economic Review, vol. 81, pp. 819-840. Demonstrates the procedures swdols.src, swtrends.src, johmle.src, forcedfactor.src
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00107.
Programming language: RATS
Requires: RATS 8.00
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