Dear Jose,

In Panchenko's site http://research.economics.unsw.edu.au/vpanchenko/ you will find 

http://research.economics.unsw.edu.au/vpanchenko/software/2006_GC_JEDC_c_and_exe_code.zip

at paper 15.

You can run the code (exe file) in windows (works for me).

 

Ioannis A. Venetis, Associate Professor

Director of Postgraduate Studies for the M.Sc "Applied Economics & Data Analysis"
University of Patras, School of Business Administration,
Department of Economics
University Campus, Rio, 26504, Greece Tel: 0030 2610 969964
http://www.econ.upatras.gr/en/people
https://sites.google.com/site/ioannisavenetis/
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