ForwardSearch: Forward Search using asymptotic theory
Version 1.0

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

Package details

AuthorBent Nielsen
Date of publication2014-09-10 13:56:09
MaintainerBent Nielsen <[email protected]>
Package repositoryView on CRAN
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ForwardSearch documentation built on May 29, 2017, 9:34 a.m.