Mqtest_gdp.e, mqtest_money.e, panel_2011.eīai, J. Studies in Nonlinear Dynamics & Econometrics, 15 (4).
Panel cointegration rank test with cross-section dependence. Carrion-i-Silvestre, JL (2009).Structural changes, common stochastic trends, and unit roots in panel data. GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses. Oxford Bulletin of Economics and Statistics, 68, pp. Testing the null of cointegration with structural breaks. Journal of Econometrics, 122 (1).Ĭarrion-i-Silvestre, JL Sansó, A. Testing for unit root in panels with dynamic factors. Testing for changes in the unconditional variance of financial time series. Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks. Supported src fileĬarrion-i-Silvestre, JL Samson, A. However, installation should always be done using the carrionlib.zip from the release page and the GAUSS Application Installer. Note: I have provided the individual files found in carrionlib.zip for examination and review.
Navigate to the Library Tool Window and click the small wrench located next to the carrionlib library.Select Tools > Install Application from the main GAUSS menu.įollow the installer prompts, making sure to navigate to the downloaded carrionlib.zip.īefore using the functions created by carrionlib you will need to load the newly created carrionlib library. The GAUSS Carrion library can be easily installed using the GAUSS Application Installer, as shown below:ĭownload the zipped folder carrionlib.zip from the Carrion Library Release page. The GAUSS Carrion library can be installed and updated directly in GAUSS using the GAUSS package manager. Many can be run on earlier versions with some small revisions. The program files require a working copy of GAUSS 18+. The raw codes provided by Carrion-i-Silvestre have been modified to make use of GAUSS structures. The GAUSS carrion library is a collection of GAUSS codes developed by Josep Carrion-i-Silvestre. GAUSS is a complete analysis environment with the built-in tools you need for estimation, forecasting, simulation, visualization and more. GAUSS is an easy-to-use data analysis, mathematical and statistical environment based on the powerful, fast and efficient GAUSS Matrix Programming Language.
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