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Forward Search analysis of time series regressions. Implements the asymptotic theory developed in Johansen and Nielsen (2013, 2014).
Package details |
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Author | Bent Nielsen |
Maintainer | Bent Nielsen <bent.nielsen@nuffield.ox.ac.uk> |
License | GPL-3 |
Version | 1.0 |
URL | http://users.ox.ac.uk/~nuff0078/ |
Package repository | View on CRAN |
Installation |
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