Unit Root


How can I learn Linear and nonlinear unit root test analysis in Gauss program? Can you help me?

1 Answer



We have a lot of great resources available to help you get started conducting unit root testing in GAUSS:

We also have resources for panel-data unit root tests:

Most of the tests covered in these blogs are available in the free add-on library, TSPDLIB 2.0.1.

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