Dear Declan,
At the Aptech site, www.aptech.com, you can get a free copy of Gauss Light,
a limited version but wich can be used for most of the applications.
Cheers
Rick
----- Original Message -----
From: "O'Connor, Declan" <[log in to unmask]>
To: <[log in to unmask]>
Sent: Thursday, March 10, 2005 9:15 AM
Subject: Hansen and Seo(2002)
> Hi all,
>
> I would like to implement the multivariate (Sup-LM) test described in,
> HANSEN, B. E. and SEO, B. (2002). "Testing for Two-Regime Threshold
> Cointegration in Vector Error Correction Models." Journal of Econometrics
> 110: 293-318.
>
> To date I have been using RATS and Tom Doan (the developer of RATS) has
> written a procedure to replicate the test based on the freely available
> GAUSS code at http://www.ssc.wisc.edu/~bhansen/progs/joe_02.html
>
> My problem is there are some bugs in the RATS procedure and I do not have
> a
> copy of GAUSS. I am a PhD student and I do not have a budget for GAUSS.
> Can
> anyone help me to debug the RATS code or run the GAUSS code with my data.
> Any suggestions are appreciated.
>
> Thanks Declan
>
>
>
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