
List of Matlab Codes for John W. Dennis and Kaiji Motegi (2022). 
"Asymptotic properties of spurious regression and random walks with generalized drifts",
Working paper at the Institute for Defense Analyses and Kobe University.

Codes are written by: 
  Kaiji Motegi
  Associate Professor
  Graduate School of Economics, Kobe University

Last updated: 
  February 1, 2022.

[Main codes]

  1. empirical_example_N225_temperature_v1.m
  2. figs_asy_dist_beta_v4.m
  3. figs_asy_dist_tstatsq_v4.m
  4. sim_RWSR_extrat_all_cases_mini_v5.m
  5. sim_RWSR_extratsq_all_cases_mini_v1.m

[Data]   

  1. N225_temperature_data_v1.txt

