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FCVAR - MaRDI portal

FCVAR (Q109647)

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Estimation and Inference for the Fractionally Cointegrated VAR
Language Label Description Also known as
English
FCVAR
Estimation and Inference for the Fractionally Cointegrated VAR

    Statements

    instance of
    R package
    0 references
    last update
    5 May 2022
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    software version identifier
    0.1.4
    publication date
    5 May 2022
    0 references
    author
    Lealand Morin
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    Morten Nielsen
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    Michal Popiel
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    imports
    fracdist
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    pracma
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    programmed in
    R
    0 references
    depends on software
    R
    0 references

    Identifiers

    CRAN project
    FCVAR
    0 references
     
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