CCAPM (Consumption Based Capital Asset Pricing Model)

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.

2 Answers


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

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