ForwardSearch: Forward Search using asymptotic theory

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

Package details

AuthorBent Nielsen
MaintainerBent Nielsen <[email protected]>
LicenseGPL-3
Version1.0
URL http://users.ox.ac.uk/~nuff0078/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ForwardSearch")

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ForwardSearch documentation built on May 1, 2019, 6:51 p.m.