[Gretl-users] Re: testing for Long Memory using Fractional Integration test

On Thu, 5 Dec 2019 at 23:10, Sven Schreiber <svetosch(a)gmx.net <mailto:svetosch@gmx.net>> wrote: > 2. how can i employ the Gil-Alana(2002) code in Gretl -- Please provide a link to the code you have in mind, or if it is short, maybe you can also paste it into the mail message. Thank you very much for the kind response. The link to the Gil Alana model i have in mind is from this https://doi.org/10.1016/S0165-1765(02)00106-4 below is an extract from the Gil Alana (2002) model. image.png