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.
Contents:
- adf_1break
- adf_2breaks
- adf
- bng_panic
- bng_panicnew
- Change Log
- cips
- coint_cissanso
- 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
- dfgls
- jwl_panicadj
- jwr_panicca
- kpss_1break
- kpss_2break
- lm_1break
- lm_2breaks
- lmkpss
- mgls
- panel_fisher
- panel_surwald
- panel_zhnc
- pdfzk
- pdlm
- pp
- quantileadf
- ralsadf
- ralslm
- ralslm_breaks