tspdlib
=========

GAUSS Time Series and Panel data tests
--------------------------------------

Econometric package for Time Series and Panel Data Methods covering unit root, co-integration & causality tests. Extensive coverage of testing in the presence of structural breaks.

.. toctree::
    :maxdepth: 1
    :caption: Contents:

    adf_1br
    adf_2br
    adftspd
    bng_panic
    bng_panicnew
    changelog
    cips
    coint_cissano
    coint_egranger
    coint_ghansen
    coint_hatemij
    coint_maki
    coint_pouliaris
    coint_shin
    coint_tsongetal
    erspt
    fourier_adf
    fourier_gls
    fourier_kpss
    fourier_lm
    gc_tests
    granger
    glstspd
    jwl_panicadj
    jwr_panicca
    kpss_1break
    kpss_2break
    lm_1break
    lm_2break
    lmkpss
    mgls
    panel_fisher
    panel_surwald
    panel_zhnc
    pdfzk
    pdlm
    pp
    quantile_adf
    ralsadf
    ralslm
    ralslm_breaks