Hi
Has anybody used OXGauss to run the GAUSS code for,
HANSEN, B. E. and SEO, B. (2002). "Testing for Two-Regime Threshold
Cointegration in Vector Error Correction Models." Journal of Econometrics
110: 293-318.
What changes are necessary to run this code.
Thanks
Declan O Connor
Department of Food Business and Development
University College Cork
Western Road
Cork City
Ireland
Tel +353 21 4903348.
fax +353 21 4903358
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