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CRANfracdistMaRDI QIDQ109646FDOQ109646

Numerical CDFs for Fractional Unit Root and Cointegration Tests

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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