Re: [Gretl-users] BDS code for gretl

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). ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users