ForwardSearch: Forward Search using asymptotic theory

Forward Search analysis of time series regressions. Implements the asymptotic theory developed in Johansen and Nielsen (2013, 2014).

Install the latest version of this package by entering the following in R:
install.packages("ForwardSearch")
AuthorBent Nielsen
Date of publication2014-09-10 13:56:09
MaintainerBent Nielsen <bent.nielsen@nuffield.ox.ac.uk>
LicenseGPL-3
Version1.0
http://users.ox.ac.uk/~nuff0078/

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