Chapter 5: Time-Domain Linearity Tests
Computer Codes
Examples: Example_5-1.zip Example_5-2.zip Exercise: Exercise_5-4.zip Miscellanea: AIC_new.f90 BL-U-root-test-Charemza.zip LM-F6-test.g LR-Chan.zip ML-BL-U-root-Hristova.zip NLTS.f NLTS-S-Plus.zip SETAR-two-regimes.zip |
(M code) (F code and renamed exe file) (G code) (F code) (G code) (G code) (F code and renamed exe file) (G code) (F code) (S-Plus) (R code) |
Links to Websites with Supplementary Material
- Click on the following link for getting access to the website Estima, containing RATS examples and procedures. Student manuals for RATS and EViews can be downloaded from Walter Enders' homepage.
- Click on the following link for getting access to the personal website of Bruce Hansen. The site contains GAUSS, R, and MATLAB codes.