DFGLS for MATLAB

Version 1.0.0 (80.8 KB) by Haris K.
DF-GLS test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t).
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Updated 5 Aug 2024
View License on GitHub

Cite As

Karagiannakis, H. (2024). DFGLS for MATLAB (https://github.com/ckarag/dfgls4matlab).

MATLAB Release Compatibility
Created with R2024a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
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.