[Gretl-users] Re: Mayoral 2006 Re: Gretl-users Digest, Vol 173, Issue 19
Am 02.07.2021 um 20:59 schrieb taylan.bali(a)ankara.edu.tr:
Dear GRETL Developers, Dear Prof. Luchetti,
The reference I came across about Fractional Integration with Breaks
is Mayoral 2006 Testing for Fractional integration versus short memory
with trends and structural breaks.
Laura Mayoral, Dept. of Economics and Business, Universidad Pompeu Fabra.
I am trying to append the pdf file to my message. It seems that its
application should not be so difficult since it is in time domain and
not in frequency one.
Well, then it's a perfect case for a contributed function package. See
the package author guide. Laura Mayoral is certainly a first-class
econometrician, but for me personally this is not going to be a
priority. "Contributed" packages have that name for a reason, they are
written in pure hansl (gretl's scripting language), you don't have to
know any C.
cheers
sven