cointReg

CRANcointRegMaRDI QIDQ156103FDOQ156103

Parameter Estimation and Inference in a Cointegrating Regression

Martin Wagner, Philipp Aschersleben

Last update: 14 June 2016

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.2.0

Cites work

• Statistical Inference in Instrumental Variables Regression with I(1) Processes
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Estimating Long-Run Economic Equilibria
• A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
• Asymptotically Efficient Estimation of Cointegration Regressions
• Integrated modified OLS estimation and fixed- inference for cointegrating regressions
• Automatic Lag Selection in Covariance Matrix Estimation

Cited In (1)

• cointmonitoR

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