Skip to content

Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

Notifications You must be signed in to change notification settings

osya/cointegration

About

Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

Topics

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages