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Title: GitHub - aptech/tspdlib: GAUSS time series and panel unit root tests compiled by Saban Nazlioglu · GitHub

Open Graph Title: GitHub - aptech/tspdlib: GAUSS time series and panel unit root tests compiled by Saban Nazlioglu

X Title: GitHub - aptech/tspdlib: GAUSS time series and panel unit root tests compiled by Saban Nazlioglu

Description: GAUSS time series and panel unit root tests compiled by Saban Nazlioglu - aptech/tspdlib

Open Graph Description: GAUSS time series and panel unit root tests compiled by Saban Nazlioglu - aptech/tspdlib

X Description: GAUSS time series and panel unit root tests compiled by Saban Nazlioglu - aptech/tspdlib

Mail addresses
snazlioglu@pau.edu.tr
snazlioglu@pau.edu.tr
eric@aptech.com

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READMEhttps://github.com/aptech/tspdlib
https://github.com/aptech/tspdlib#gauss-time-series-and-panel-data-tests
structural breakshttps://www.aptech.com/structural-breaks/
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https://github.com/aptech/tspdlibhttps://github.com/aptech/tspdlib
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GAUSS package managerhttps://www.aptech.com/blog/gauss-package-manager-basics/
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A Guide To Conduction Cointegration Testshttps://www.aptech.com/blog/a-guide-to-conducting-cointegration-tests/
https://github.com/aptech/tspdlib#documentation
Aptech TSPDLIB Documentation pagehttps://docs.aptech.com/gauss/tspdlib/docs/index.html
https://github.com/aptech/tspdlib#license
https://github.com/aptech/tspdlib#author
https://github.com/aptech/tspdlib#supported
https://github.com/aptech/tspdlib#time-series-unit-root-tests
adfhttps://docs.aptech.com/gauss/tspdlib/docs/adftspd.html
Dickey, D.A., Fuller, W.A. (1979)https://www.jstor.org/stable/2286348?seq=1#page_scan_tab_contents
adf_1breakhttps://docs.aptech.com/gauss/tspdlib/docs/adf_1br.html
Zivot, E. & Andrews, W.K. (1992)http://cba2.unomaha.edu/faculty/mwohar/WEB/links/Econometrics_papers/Zivot_Andrews.pdf
adf_2breakhttps://docs.aptech.com/gauss/tspdlib/docs/adf_2br.html
Narayan, P.K. & Popp, S. (2010)https://www.researchgate.net/publication/227345783_A_New_Unit_Root_Test_with_Two_Structural_Breaks_in_Level_and_Slope_at_Unknown_Time
erspthttps://docs.aptech.com/gauss/tspdlib/docs/erspt.html
Elliott, G., Rothenberg, T.J., Stock, J.H. (1996)https://www.jstor.org/stable/2171846
fourier_adfhttps://docs.aptech.com/gauss/tspdlib/docs/fourier_adf.html
Enders, W. & Lee, J. (2012)https://ideas.repec.org/a/eee/ecolet/v117y2012i1p196-199.html
fourier_lmhttps://docs.aptech.com/gauss/tspdlib/docs/fourier_lm.html
Enders, W., and Lee, J. (2012)http://www.time-series.net/yahoo_site_admin/assets/docs/Enders_Lee_Final_version_May_16_2011.39101351.pdf
fourier_kpsshttps://docs.aptech.com/gauss/tspdlib/docs/fourier_kpss.html
Becker, R., Enders, W., Lee, J. (2006)https://econpapers.repec.org/article/blajtsera/v_3a27_3ay_3a2006_3ai_3a3_3ap_3a381-409.htm
fourier_glshttps://docs.aptech.com/gauss/tspdlib/docs/fourier_gls.html
Rodrigues, P. & Taylor, A.M.R. (2012)https://www.bportugal.pt/sites/default/files/anexos/papers/wp200919.pdf
fourier_ksshttps://docs.aptech.com/gauss/tspdlib/docs/fourier_kss.html
Christopoulos, D. K., & Leon-Ledesma, M. A. (2010)https://www.sciencedirect.com/science/article/abs/pii/S0261560610000215
glshttps://docs.aptech.com/gauss/tspdlib/docs/glstspd.html
Elliott, G., Rothenberg, T.J., Stock, J.H. (1996).https://pdfs.semanticscholar.org/0ab9/d8b131e643d088b27c2e37fa6978b6424a89.pdf
glshttps://docs.aptech.com/gauss/tspdlib/docs/glstspd.html
Ng, S., Perron, P. (2001).http://www.columbia.edu/~sn2294/pub/ecta01.pdf
gls_1breakhttps://docs.aptech.com/gauss/tspdlib/docs/gls_1break.html
Perron, P., & Rodriguez, G. (2003).https://www.sciencedirect.com/science/article/abs/pii/S0304407603000903
gls_2breakhttps://docs.aptech.com/gauss/tspdlib/docs/gls_2break.html
Carrion-i-Silvestre, J. L., Kim, D., & Perron, P. (2009).https://www.researchgate.net/publication/46544706_GLS-Based_Unit_Root_Tests_with_Multiple_Structural_Breaks_Both_Under_the_Null_and_the_Alternative_Hypothesis
kpsshttps://docs.aptech.com/gauss/tspdlib/docs/lmkpss.html
Kwiatkowski, D., Phillips, P. C., Schmidt, P., & Shin, Y (1992)http://debis.deu.edu.tr/userweb//onder.hanedar/dosyalar/kpss.pdf
kpss_1brhttps://docs.aptech.com/gauss/tspdlib/docs/kpss_1break.html
Kurozumi, E. (2002)https://rmgsc.cr.usgs.gov/outgoing/threshold_articles/Kurozumi2002.pdf
kpss_2brhttps://docs.aptech.com/gauss/tspdlib/docs/kpss_2break.html
Carrion-i-Silvestre, J. Ll. & Sansó, A. (2007)https://www.researchgate.net/publication/24064952_The_KPSS_test_with_two_structural_breaks
lmkpsshttps://docs.aptech.com/gauss/tspdlib/docs/lmkpss.html
Schmidt, P., & Phillips, P. C. (1992)https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1468-0084.1992.tb00002.x
lm_1breakhttps://docs.aptech.com/gauss/tspdlib/docs/kpss_1break.html
Lee, J. & Strazicich, Mark C. (2013)https://econpapers.repec.org/article/eblecbull/eb-13-00296.htm
lm_2breakshttps://docs.aptech.com/gauss/tspdlib/docs/lm_2break.html
Lee, J. & Strazicich, M.C. (2003)https://libres.uncg.edu/ir/asu/f/Strazicich_Mark_2003_Minimum_Lagrange.pdf
mglshttps://docs.aptech.com/gauss/tspdlib/docs/mgls.html
Ng, S., Perron, P. (2001)https://onlinelibrary.wiley.com/doi/abs/10.1111/1468-0262.00256
pphttps://docs.aptech.com/gauss/tspdlib/docs/pp.html
Phillips, P.C.B., Perron, P. (1988)https://www.jstor.org/stable/2336182
qks_testshttps://docs.aptech.com/gauss/tspdlib/docs/qr_qks.html
Bahmaniâ-Oskooee, M., Chang, T., Niroomand, F., & Ranjbar, O. (2020)https://doi.org/10.1111/boer.12230
qr_adfhttps://docs.aptech.com/gauss/tspdlib/docs/qr_adf.html
Koenker, R. & Xiao, Z. (2004)https://www.jstor.org/stable/27590447?seq=1#page_scan_tab_contents
qr_fourier_adfhttps://docs.aptech.com/gauss/tspdlib/docs/qr_fourier_adf.html
Li, H., & Zheng, C. (2018)https://doi.org/10.1016/j.frl.2017.10.008
qr_fourier_ksshttps://docs.aptech.com/gauss/tspdlib/docs/qr_fourier_kss.html
Bahmaniâ-Oskooee, M., Chang, T., Niroomand, F., & Ranjbar, O. (2020)https://doi.org/10.1111/boer.12230
qr_ksshttps://docs.aptech.com/gauss/tspdlib/docs/qr_kss.html
Li, H., & Park, S. Y. (2018)https://doi.org/10.1080/00927872.2016.1178871
rals_adfhttps://docs.aptech.com/gauss/tspdlib/docs/ralsadf.html
Im, K. S., Lee, J., & Tieslau, M. A. (2014)https://www.degruyter.com/view/j/snde.ahead-of-print/snde-2016-0050/www.degruyter.com/view/j/snde.ahead-of-print/snde-2016-0050/snde-2016-0050.xml
rals_lmhttps://docs.aptech.com/gauss/tspdlib/docs/ralslm_breaks.html
Meng, M., Im, K. S., Lee, J., & Tieslau, M. A. (2014)https://www.degruyter.com/view/j/snde.ahead-of-print/snde-2016-0050/www.degruyter.com/view/j/snde.ahead-of-print/snde-2016-0050/snde-2016-0050.xml
ralslm_breakshttps://docs.aptech.com/gauss/tspdlib/docs/ralslm.html
Meng, M., Lee, J., & Payne, J. E. (2017)https://www.degruyter.com/view/j/snde.ahead-of-print/snde-2016-0050/www.degruyter.com/view/j/snde.ahead-of-print/snde-2016-0050/snde-2016-0050.xml
sbur_glshttps://docs.aptech.com/gauss/tspdlib/docs/sbur_gls.html
Carrion-i-Silvestre, J. L., Kim, D., & Perron, P. (2009)https://www.jstor.org/stable/40388611
https://github.com/aptech/tspdlib#panel-data-unit-root-tests
cipshttps://docs.aptech.com/gauss/tspdlib/docs/cips.html
Pesaran, M.H. (2007).https://onlinelibrary.wiley.com/doi/full/10.1002/jae.951
cadfhttps://docs.aptech.com/gauss/tspdlib/docs/cips.html
Westerlund, J., & Hosseinkouchack, M. (2016).https://onlinelibrary.wiley.com/doi/abs/10.1111/obes.12127
bng_panichttps://docs.aptech.com/gauss/tspdlib/docs/bng_panic.html
Bai, J. & Ng, S. (2004)http://www.columbia.edu/~jb3064/papers/2004_A_panic_attack_on_unit_roots_and_cointegration.pdf
jwr_paniccahttps://docs.aptech.com/gauss/tspdlib/docs/jwr_panicca.html
Westerlund, J., & Larsson, R. (2009)https://www.cambridge.org/core/journals/econometric-theory/article/note-on-the-pooling-of-individual-panic-unit-root-tests/7328B7103F2916320D17AFF28F1A2ACC
bng_panicnewhttps://docs.aptech.com/gauss/tspdlib/docs/bng_panicnew.html
Bai, J., & Ng, S. (2010)http://www.columbia.edu/~jb3064/papers/2010_Panel_unit_root_tests_with_cross_section_dependence-a_further_investigation.pdf
jwl_panicadjhttps://docs.aptech.com/gauss/tspdlib/docs/jwl_panicadj.html
Reese, S., & Westerlund, J. (2016)https://project.nek.lu.se/publications/workpap/papers/wp15_3.pdf
bng_panichttps://docs.aptech.com/gauss/tspdlib/docs/bng_panic.html
Bai, J., & Ng, S. (2002)http://www.econ.nyu.edu/user/baij/econometrica02.pdf
pdfzkhttps://docs.aptech.com/gauss/tspdlib/docs/pdfzk.html
Nazlioglu, S., & Karul, C. (2017)https://econpapers.repec.org/article/eeeecmode/v_3a61_3ay_3a2017_3ai_3ac_3ap_3a181-192.htm
pd_iltlevelhttps://docs.aptech.com/gauss/tspdlib/docs/pdlm.html
Im, K., Lee, J., Tieslau, M. (2005)https://pdfs.semanticscholar.org/794e/035e2af830b66f5d229cd444cbc8b34c3d83.pdf
pd_kpsshttps://docs.aptech.com/gauss/tspdlib/docs/pd_kpss.html
Carrion-i-Silvestre, J. L., del Barrio-Castro, T., & López-Bazo, E. (2005)http://www.jstor.org/stable/23113636
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