Man pages for Largevars
Testing Large VARs for the Presence of Cointegration
| check_input_largevar | Input checker for largevar function |
| check_input_simfun | Input checker for simfun function |
| largevar | Cointegration test for settings of large N and T |
| largevar_scel | Internal skeleton function of cointegration test for simfun... |
| percentiles | Quantiles for the limiting distribution of the test |
| quantile_tables | Creates the quantile table output for largevar function |
| sim_function | Empirical p-value for cointegration test |
| s_p100_price | Stock price data for example in vignette |
