OxGAUSS Codes:
OxGAUSS programming required the installation of Ox Console version 6, downloadable at the link. Ox allows GAUSS standalone software to run on its platform, so this is a breakthrough rendered by Ox developers. Once you have installed Ox6, you can install all our program codes successfully.
Let us take the Ox by the horn!
Artificial neural Network ADF unit root test
We proposed the first neural Network-based Unit root test to be published in a journal. OxGAUSS code and the dataset used are found here.
The published paper is also found here
Fourier ADF with Breaks as well as ADF-SB, FADF, and ADF tests
Fourier Augmented Dickey-Fuller test with structural break (FADF-SB) and its reduced versions, such as the ADF-SB, FADF, and ADF tests, are implemented in Yaya et al. OxGAUSS codes and the dataset analysed are found here.
SURFADF, SURADF tests and other variants
These are panel-based unit root tests using the Seemingly Unrelated Regression (SUR) system. This has been applied to testing unemployment hysteresis in MENA countries.
See the paper here
OxGAUSS codes are found here, with codes for simulated critical values found here.