On Mon, 24 Nov 2014, José Belbute wrote:
Hello,
I wonder if it is available a BDS (Brock et all, 1996) test code for Gretl?
thank you
Not to my knowledge. Actually, the BDS test would make for a very nice
addition to libgretl. The C code found at
http://econpapers.repec.org/software/codccplus/bds.htm looks quite easy to
incorporate into libgretl and seems free from licensing issues.
Allin could probably do this in a couple of hours. If I had to do it, it
would take me a couple of days. For others, it would be a nice way to get
familiar with the following source files:
lib/src/geneval.c
lib/src/genfuncs.h
lib/src/genparse.h
lib/src/genfuncs.c
lib/src/genlex.c
lib/src/interact.c
For example, one could take inspiration from the way the "kpss" command
works: download the source, run "grep KPSS lib/src/*" and start from what
you see (of course, this applies to Linux and Mac users: Windows users,
poor souls, need not worry about this).
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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