Dear Team,
I have balanced panel data from 15 countries and 4 variables for 2000-2018. Can you help me setting up code and run the Carrion-i Silvestre et al. (2005) test (PANKPSS)?
1 Answer
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accepted
Hello,
The pankpss test is now available in the TSPDLIB library. You can run the test using the pd_kpss
procedure (the associated example is pd_kpss.e).
You may find our blog, Using GAUSS Packages - Complete Guide, helpful for getting started with the TSPDLIB library.
Best,
Eric
Your Answer
1 Answer
Hello,
The pankpss test is now available in the TSPDLIB library. You can run the test using the pd_kpss
procedure (the associated example is pd_kpss.e).
You may find our blog, Using GAUSS Packages - Complete Guide, helpful for getting started with the TSPDLIB library.
Best, Eric