Carrion-i Silvestre et al. (2005) test (PANKPSS)

Dear Team,

I have balanced panel data from 15 countries and 4 variables for 2000-2018. Can you help me setting up code and run the Carrion-i Silvestre et al. (2005) test (PANKPSS)?

1 Answer



0



accepted

Hello,

The pankpss test is now available in the TSPDLIB library. You can run the test using the pd_kpss procedure (the associated example is pd_kpss.e).

You may find our blog, Using GAUSS Packages - Complete Guide, helpful for getting started with the TSPDLIB library.

Best,
Eric

Eric

105

Your Answer

1 Answer

0
accepted

Hello,

The pankpss test is now available in the TSPDLIB library. You can run the test using the pd_kpss procedure (the associated example is pd_kpss.e).

You may find our blog, Using GAUSS Packages - Complete Guide, helpful for getting started with the TSPDLIB library.

Best, Eric


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