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.