fracdist

MaRDI QIDQ109646CRANFDO

Authors Lealand Morin

Last update 25 May 2021

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.1

Cites work

• Likelihood inference for a fractionally cointegrated vector autoregressive model
• NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

Cited in

(1)

• FCVAR

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