Artificial Neural Network-ADF (ARNN-ADF) test, empirical distribution, power and size (March 2020)
Source of data:
European Commission. (2020). “Eurostat”,
[accessed on 16 March 2020]
https://ec.europa.eu/eurostat/data/database
1. Data set (from Eurostat) unemployment rate (1983-2018) France, Italy, Netherlands, Sweden and UK
2. OxGauss Codes for empirical distribution of ARNN-ADF test (k=3, p=2, q=1)
3. OxGauss Codes for power (rho=1.0) and size (rho=0.9) of ARNN-ADF test (k=3, p=2, q=1)
4. OxGauss Codes for bootstrapped critical values (k=2, p=0, q=1; k=3, p=2, q=1; k=2, p=1, q=1)
5. OxGauss codes for system analysis of ADF SUR-ADF FADF SUR-FADF (nc=21) number of countries=21
6. EViews code for system analysis of ADF SUR-ADF FADF SUR-FADF (nc=21) number of countries=21
7. Data (gross domestic product) number of countries=21
8. Full Paper_first proof (Oxford Bulletin of Economics and Statistics)