beta_N: Beta estimation which is consistent in the spurious case and...
In FunWithR/LongMemoryTS: Long Memory Time Series
Description
Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.
Usage
1
beta_N(X, dx, dep, N)
FunWithR/LongMemoryTS documentation built on May 12, 2019, 10:29 p.m.
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Description
Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.
Usage
1 | beta_N(X, dx, dep, N)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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