Daniel J. Henderson, "A Test for Multimodality of Regression Derivatives with
Application to Nonparametric Growth Regressions," Journal of Applied
Econometrics, Vol. 25, No. 3, 2010, pp. 458-480.

There are two separate data files (mrs_oecd.txt and mrs_yb.txt), both of 
them ASCII files in DOS format. There is one Excel file (mrs_data.xls, 
with two worksheets).  In addition, there are two GAUSS files 
(conditional_test.txt and unconditional_test.txt) which can be used to 
replicate the tests for multimodality.

All text files are zipped in dh-txt.zip. Unix/Linux users should use 
"unzip -a". The .xls file is zipped in dh-xls.zip.

Data description

All data are taken directly from Maasoumi, Racine, and Stengos, "Growth 
and Convergence: A Profile of Distribution Dynamics and Mobility", 
Journal of Econometrics, Vol. 136, 2007, pp. 483-508.

The first data file is named mrs_yb.txt.  This file consists of two column
vectors.  The first is the growth rate of output per worker and the second
is the initial value of output per worker.  This data set is used to
calculate the results for the unconditional convergence case.  All variables
are listed in logs.

The second data file is named mrs_oecd.txt.  This file consists of seven
column vectors.  The first is the growth rate of output per worker.  The
second is an unordered categorical variable for OECD status (OECD = 1).  The
second column is an ordered categorical variable for time.  The third is the
base period value of output per worker.  The fourth is the average annual
population growth.  The fifth is the share of output devoted to physical
capital.  The sixth and final column is the average years of schooling in
the population, ages fifteen and older.

The Excel file is named mrs_data.xls.  The file consists of two worksheets.
The first worksheet is identical to that in mrs_oecd.txt, but it also
contains the headers and names of each country.  The second worksheet
contains the names of each country and the classification of each country.

Code description

The file unconditional_test.txt can be used to replicate the test 
results for the unconditional convergence case.  The file 
conditional_test.txt can be used to replicate the test results for the 
conditional convergence case. It should be noted that large sections of 
this code are taken directly from Henderson, Parmeter, and Russell, 
"Modes, Weighted Modes and Calibrated Modes: Evidence of Clustering 
Using Modality Tests", Journal of Applied Econometrics, Vol. 23, 2008, 
pp. 607-638, and this code is available on the JAE data archive:

  http://www.econ.queensu.ca/jae/2008-v23.5/henderson-parmeter-russell.