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~isPartOf:"Queen's Economics Department Working Paper"
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FCVARmodel.m: A matlab software package for estimation and testing in the fractionally cointegrated VAR
Ørregaard Nielsen, Morten
;
Morin, Lealand
-
2011
This manual describes the usage of the accompanying freely available software package for estimation and testing in the fractionally cointegrated vector autoregressive (VAR) model.
Persistent link: https://www.econbiz.de/10010290417
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