cointReg
From MaRDI portal
Software:156103
Parameter Estimation and Inference in a Cointegrating Regression
Philipp Aschersleben, Martin Wagner
Last update: 14 June 2016
Software version identifier: 0.2.0
Copyright license: GNU General Public License, version 3.0
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Estimating Long-Run Economic Equilibria
- Asymptotically Efficient Estimation of Cointegration Regressions
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Integrated modified OLS estimation and fixed- inference for cointegrating regressions
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Automatic Lag Selection in Covariance Matrix Estimation