Banerjee, A.; Carrion-i-Silvestre, J. L. (2025). GAUSS code for 'Panel data cointegration testing with structural instabilities'. Journal of Business and Economic Statistics, 43, 1, 122-133. GAUSS code
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2024). MATLAB code for 'Detecting multiple level shifts in bounded time series'. Journal of Business and Economic Statistics, 42, 4, 1250-1263. MATLAB code
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2023). MATLAB code for 'Testing for multiple level shifts with an integrated or stationary noise component'. Journal of Applied Econometrics, 38, 6, 801-819. MATLAB code
Carrion-i-Silvestre, J. L.; Gadea, M.D.; Montañés, A. (2021). MATLAB code for 'Nearly unbiased estimation of autoregressive models for bounded near-integrated stochastic processes'. Oxford Bulletin of Economics and Statistics, 83(1), pp. 273 - 297. MATLAB code
Carrion-i-Silvestre, J. L.; Dukpa, K. (2019). MATLAB code for 'Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending'. Econometric Reviews, 38(8), pp. 881 - 898. MATLAB code
Banerjee, A.; Carrion-i-Silvestre, J. L. (2017). GAUSS code for 'Testing for panel cointegration using common correlated effects estimators'. Journal of Time Series Analysis, 38(4), pp. 610 - 636 . GAUSS code
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2016). MATLAB code for 'Bounds, breaks and unit root tests'. Journal of Time Series Analysis, 37(2), pp. 165 - 181. MATLAB code
Banerjee, A.; Carrion-i-Silvestre, J. L. (2015). GAUSS code for 'Cointegration in panel data with structural breaks and cross-section dependence'. Journal of Applied Econometrics, 30(1), pp. 1 - 23 . GAUSS code
Bai, J.; Carrion-i-Silvestre, J.L. (2013). GAUSS code for 'Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors'. Econometrics Journal, 16, pp. 222 - 249 . GAUSS code
Carrion-i-Silvestre, J. L.; Gadea, M.D. (2013). MATLAB code for 'GLS-based unit root tests for bounded processes'. Economics Letters, 120(2), pp. 184 - 187. MATLAB code
Carrion-i-Silvestre, J. L.; Surdeanu, L. (2011). GAUSS code for 'Panel cointegration rank testing with cross-section dependence'. Studies in Nonlinear Dynamics & Econometrics, 15(4), Article 4 . GAUSS code
Bai, J.; Carrion-i-Silvestre, J. L. (2009). GAUSS code for 'Structural changes, common stochastic trends, and unit roots in panel data'. The Review of Economic Studies, 76, pp. 471 - 501 . GAUSS code
Carrion-i-Silvestre, J. L.; Kim, D.; Perron, P. (2009). GAUSS code for 'GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses'. Econometric Theory, 25, pp. 1754 - 1792 . GAUSS code
Carrion-i-Silvestre, J. L.; Sansó, A. (2007). GAUSS code for 'The KPSS test with two structural breaks'. Spanish Economic Review, 9, 2, pp. 105 - 127 . GAUSS code
Carrion-i-Silvestre, J. L.; Sansó, A. (2006). GAUSS code for 'Testing the null of cointegration with structural breaks'. Oxford Bulletin of Economics and Statistics, 68, pp. 623 - 646 . GAUSS code
Carrion-i-Silvestre, J. L.; del Barrio-Castro, T.; López-Bazo, E. (2005). GAUSS code for 'Breaking the panels: an application to the GDP per capita'. Econometrics Journal, 8, pp. 159 - 175 . GAUSS code
Sansó, A..; Aragó, V.; Carrion-i-Silvestre, J. L. (2004). GAUSS code for 'Testing for changes in the unconditional variance of financial time series'. Revista de Economía Financiera, 4, pp. 32 - 53 . GAUSS code
Carrion-i-Silvestre, J. L.; Sansó, A.; Artís, M. (1999). GAUSS code for 'Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks'. Economics Letters, 63, pp. 279 - 283 . GAUSS code