[Gretl-users] new py4gretl package for common-trends tests

[Sven Schreiber]

Hi,

I have uploaded a new function package in the py4gretl family,
"py4gretl_ct_test". With it you can test a multivariate time series for
the number of stochastic trends as suggested by Nyblom/Harvey (kind of
like a multivariate KPSS test). It also incorporates the extensions by
Busetti for several types of deterministic breaks in the data.

As always, any feedback is appreciated.

-sven

P.S. This is really an example of something that could be done in native
gretl script quite easily I guess -- But since I had the numpy code
lying around...