Showing 71 - 80 of 2,957
This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …
Persistent link: https://www.econbiz.de/10010418272
Persistent link: https://www.econbiz.de/10001782706
Persistent link: https://www.econbiz.de/10001768648
Persistent link: https://www.econbiz.de/10001768670
Persistent link: https://www.econbiz.de/10001879167
Persistent link: https://www.econbiz.de/10001198282
Persistent link: https://www.econbiz.de/10001146899
Persistent link: https://www.econbiz.de/10001146911
Persistent link: https://www.econbiz.de/10000944910
This paper describes a package which uses MATLAB functions and routines to estimate VARs, local projections and other …
Persistent link: https://www.econbiz.de/10012617682