cointReg (Q156103): Difference between revisions

@@ description / en / description / en @@
+Parameter Estimation and Inference in a Cointegrating Regression
@@ Property / programmed in @@
-R
@@ Property / programmed in: R / rank @@
-Normal rank
@@ Property / last update @@
+June 2016Timestamp +2016-06-14T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2016-06-14T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 14 June 2016 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.2.0
@@ Property / software version identifier: 0.2.0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2.0 / qualifier @@
+publication date: 14 June 2016Timestamp +2016-06-14T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2016-06-14T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / author @@
+Philipp Aschersleben
@@ Property / author: Philipp Aschersleben / rank @@
+Normal rank
@@ Property / author @@
+Martin Wagner
@@ Property / author: Martin Wagner / rank @@
+Normal rank
@@ Property / maintained by @@
+Philipp Aschersleben
@@ Property / maintained by: Philipp Aschersleben / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
@@ Property / imports @@
+MASS
@@ Property / imports: MASS / rank @@
+Normal rank
@@ Property / imports @@
+checkmate
@@ Property / imports: checkmate / rank @@
+Normal rank
@@ Property / imports @@
+matrixStats
@@ Property / imports: matrixStats / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Estimating Long-Run Economic Equilibria
@@ Property / cites work: Estimating Long-Run Economic Equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically Efficient Estimation of Cointegration Regressions
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ Property / cites work @@
+Integrated modified OLS estimation and fixed- inference for cointegrating regressions
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / CRAN project @@
+cointReg
@@ Property / CRAN project: cointReg / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Software:156103