The critical value adjustments used in the empirical work were obtained with the fortran program "main.f90" in this folder, which calls on subroutines contained in modules in the other files of this folder. 

Compilation uses the Intel® Fortran Compiler 19.1.3.311, along with the IMSL Numerical Libraries Version 7.01 with options

/nologo /O2 /QxHost /Qip /fpp /I"C:\Program Files (x86)\VNI\imsl\fnl701\Intel64\include\dll" /I"C:\Program Files (x86)\VNI\imsl\fnl701\Intel64\include\static" /assume:nosource_include /assume:nocc_omp /Qopenmp /standard-semantics /real-size:64 /names:uppercase /module:"x64\Release\\" /object:"x64\Release\\" /Fd"x64\Release\vc150.pdb" /check:none /libs:static /threads /Qmkl:sequential /c



