specs

CRANspecsMaRDI QIDQ136151

Single-Equation Penalized Error-Correction Selector (SPECS)

Etienne Wijler, Stephan Smeekes

Last update: 17 July 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.1

Cites work

• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling

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