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Statistical tests / Parametric statistics / Covariance and correlation / Cointegration / Unit root / Trend estimation / Dickey–Fuller test / F-test / Variance / Statistics / Time series analysis / Econometrics


Package ‘egcm’ July 2, 2014 Type Package Title Engle-Granger cointegration models Version[removed]Date[removed]
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Document Date: 2014-07-02 11:42:49

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Springer / /

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Matthew Clegg / Bernard Pfaff / Matthew Clegg See / Matthew Clegg Maintainer Matthew Clegg / /

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