I'm using msbur.src (unit root test with multiple structural breaks from Carrion 2009) but always returns:
G0025 : Undefined symbol: 'sbur _multiple_gls'
I call the code with:
sbur_multiple_gls(y, model, penalty, kmax, kmin, estimation);
After load matrix/vector/scalar to y, model, penalty, etc...
Do I have to load a library o something? Do I change the call code?
I believe that you have two files, sample.gss and msbur.src. The second file, msbur.src, has the definition of the procedure sbur_multiple_gls. The first three lines of the sample.gss file, appear to be:
new; cls; #include c:\msbur.src;
The third line, #include C:\msbur.src;, adds the definition of the procedure sbur_multiple.src. Make sure to include that line, but change it so that the path is correct for YOUR system. For example, if you saved the file msbur.src in the folder C:\gauss15\myproject, then your line 3 should look like this:
or if you saved it in /Users/MyUserName/StructuralBreaks, then your line 3 would look like this: