Cointegration methods are widely used in empirical macroeconomics
and empirical finance. It is well known that in a cointegrating
regression the ordinary least squares (OLS) estimator of the
parameters is superconsistent, i.e. converges at rate equal to the
sample size T. When the regressors are endogenous, the limiting
distribution of the OLS estimator is contaminated by socalled second
order bias terms, see e.g. Phillips and Hansen (1990)
Package details 


Author  Philipp Aschersleben [aut, cre], Martin Wagner [aut] (Author of underlying MATLAB code.) 
Date of publication  20160614 11:58:42 
Maintainer  Philipp Aschersleben <[email protected]> 
License  GPL3 
Version  0.2.0 
URL  https://github.com/aschersleben/cointReg 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.