On Mon, Nov 24, 2014 at 11:03 AM, Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it> wrote:

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@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
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