/* ContagT.PRG*/

Title: ContagT: GAUSS module to implement a pairwise bootstrap test for contagion.

Abstract:  This GAUSS module performs the Hatemi-J and Hacker (2005) pairwise 
bootstrap test for contagion during financial crisis and it also gives pairwise bootstrap estimators and 
the corresponding bootstrap P-values as suggested by the authors.
For technical description see the published paper.

No performance guarantee is made. Bug reports are welcome. 

Reference: Hatemi-J and Hacker (2005) "An Alternative Method to Test for Contagion 
with an Application to the Asian Financial Crisis, Applied Financial Economics Letters, 1(6), 343-347".

Keywords: Financial Crisis, Contagion, Pairwise Bootstrap

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