DFGLS for MATLAB
DF-GLS test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t).
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Cite As
Karagiannakis, H. (2024). DFGLS for MATLAB (https://github.com/ckarag/dfgls4matlab).
General Information
- Version 1.0.0 (80.8 KB)
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View License on GitHub
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 |
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.
