Dear list:

First of all excuse me because it is not exactly an specific Gretl issue. But, I'm trying for several days to find some code in Gretl, Eviews or other software (R,Gauss, etc.)  to perform the Hiemstra and Jones (1994) or the Dicks and Pachenko (2006) non-linear causality test and I can't find it.

Somebody on the list has a code or knows any software that performs these tests?.

Thanks in advance and sorry for any inconvenience.

José Perles

University of Alicante.