Konya, L.(2006) data input

Hi, I don't understand how to input data into this code. Can you help me?



**> PDcaus_SURwald
** References:
** Konya, L.(2006).
** Exports and growth: Granger causality analysis on OECD Countries with a panel data approach.
** Economic Modelling 23: 978-992.

** Menyah, K., Nazlioglu, S., Wolde-Rufael, Y. (2014)
** "Financial Development, Trade Openness and Economic Growth in African Countries: New Insights from a Panel Causality Approach".
** Economic Modelling 37: 386-394.
** Format: SURwald = Panel_SURwald(data, vnames, pmax, ic, Nboot, Ncross);
** Input: data - (TxN, k) matrix
** k is number of variables in SUR model
** Important:
** Only k = 2 is allowed in this code
** vnames - Variable names
** vnames = "CPI"$|"EXCR; as an example for 2 variable
** pmax - Maximum number of lags
** ic - Information Criterion for optimal lag selection
** 1 = Akaike
** 2 = Schwarz
** Nboot - Number of boostrap replications
** Ncross - Number of cross sections
** Output: SURwald - Panel SUR Wald statistics
** Prints individual results and bootstrap critical values

** Author: Saban Nazlioglu
-- The author makes no performance guarantees.
-- for public non-commercial use only.
-- for any bugs, please send e-mail to [email protected]

proc(1) = Panel_SURwald(data, vnames, pmax, ic, Nboot, Ncross);

2 Answers



This is source code from the TSPDLIB library. You shouldn't change anything in this file to load data. Rather, to run the Panel_SURwald test, you will need to use the PDcause.e example file which is installed with the TSPDLIB library.

Line 40 of the PDcaus.e file

data = loadd(getGAUSSHome() $+ "pkgs/tspdlib/examples/pdcause.dat");

is used to load data. In order to load your data, you will need to replace

getGAUSSHome() $+ "pkgs/tspdlib/examples/pdcause.dat"

with the appropriate path and filename.

To learn more about using GAUSS libraries, including TSPDLIB, please see our blog, Using GAUSS Packages: Complete Guide.



I did as you said but it gave the following error.

G0290 : Library not found 'C:\gausslt21\tspdlib.lcg' [PDcaus.e, line 19]

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