Paper 40

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)