autoregressive model (AR)

From ReplicationWiki
Jump to: navigation, search


Below are the studies lacking replication with method Autoregressive model (AR).


Below are the replicated studies with method Autoregressive model (AR).

  • David M. Zimmer. The Role of Copulas in the Housing Crisis (REStat 2012).
    JEL codes: -. Methods: Autoregressive model (AR), Generalized autoregressive conditional heteroskedasticity (GARCH) Software: Stata, 10
    Data available; Readme availability unknown; Code available
    Replication: Anson T. Y. Ho, Kim P. Huynh, David T. Jacho-Chávez. JAE 2016.
    JEL codes: -. Keywords: -
    Data: -. Type: new methods & data. Result: -. Call into question: -. Replication authors statement: -.

Below are the replications with method Autoregressive model (AR).

Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox