Codes

My Github page can be found here! Next, I display some codes available in their respective languages.

MATLAB

ncointtest_matlab: Non-cointegration test in a bivariate time series, as developed by Souza et al (2018) (MATLAB implementation)

Stata

ncointtest: Non-cointegration test in a bivariate time series, as developed by Souza et al (2018) (Stata implementation). This piece of code can be installed by typing: net install ncointtest, from (https://alanleal-econ.com/wp-content/uploads/ncointtest/) in the Stata command bar. This implementation in Stata requires the more_mata package (available in ssc install moremata).

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