how do you run the CCAPM (Consumption Based Capital Asset Pricing Model) by Gauss? in other word how do you run the m.yogo cod for CCAPM? because I have problrm with its unit root test and co-integration test. the file for this code dosen't match.
Do you have a link for the code that you are running. Also, could you be more specific about the problem you are having?
I think that I need a Time series application for running the adf.prg code. but I dont have it and I cant buy it in my country. do you know any other places that I can get this application