Some computer code I use in my studies


The code in this web page is initially written for own research purposes. It is then submitted for public, non-commercial use. There are no performance guarantees. Please acknowledge this code (and its author and the authors of relating paper) if you find it useful and use it extensively in your work.

I am in fond of Iris-toolbox that is an object oriented Toolbox to solve, simulate, estimate, etc. dynamic models. You may find some useful code (by others and me) in Iiris toolbox tutorials.

Old stuff

The Gauss program file related to the paper "Testing for a Valid Normalization of Cointegrating Vectors in Vector Autoregressive Processes" (together with Ritva Luukkonen and Pentti Saikkonen, Journal of Business and Economic Statistics, 17, 1999). The Gauss data files: IGAUSS.DHT and IGAUSS.DAT. Save the code and the data files to the same directory. You should be able to run the code (namely the file NORM.G) directly without any extra modules of the Gauss. I use Gauss version 3.2.37 but this code probably runs with earlier version too. Please, notify the above disclaimer!

The code and data of the paper:

Antti Ripatti and Pentti Saikkonen (2001) "Vector Autoregressive Processes with Nonlinear Time Trends in Cointegrating Relations", Macroeconomic Dynamics.

The data and the gauss code is packed into the zip-file called NONLIN.ZIP. Information in this page can also be found in Readme file.

Other files are (THESE CANNOT BE DOWNLOADED SEPARATELY! Restriction put by Geocities.)

In order to replicate the results, please, have the Gauss for Windows version 3.2.37 (or higher). You also need the CML library.

Place all the files to the same directory and set that directory as the working directory of the gauss program (properties tag in the gauss icon).

The variable ordering in the file IGAUSS.TXT

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Last update 3 September 2001 1997-2001 Antti Ripatti