Hi all,
I am trying to run the following GAUSS code by Zivot and Lo 2001 in OXGauss.
http://wueconb.wustl.edu/jda/md/2001-v5.4/lo-zivot/ The code estimates an LR
test for 3 versus 1 regimes ( TVECM3.zip) . Has anybody got this code to run
in OXGauss. What changes are required?
All help is much appreciated. 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
|