Dear Jose,
In Panchenko's site
http://research.economics.unsw.edu.au/vpanchenko/
[4] you will find
http://research.economics.unsw.edu.au/vpanchenko/software/2006_GC_JEDC_c_...
[5]
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 [1]
[
2]https://sites.google.com/site/ioannisavenetis/
[3]**************************************************************************************************
Links:
------
[1]
http://www.econ.upatras.gr/en/people
[2]
http://application.econ.upatras.gr/en/node/130
[3]
https://sites.google.com/site/ioannisavenetis/
[4]
http://research.economics.unsw.edu.au/vpanchenko/
[5]
http://research.economics.unsw.edu.au/vpanchenko/software/2006_GC_JEDC_c_...