Displaying 2 results from an estimated 2 matches for "seefeldstrasse".
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neufeldstrasse
2001 Feb 15
1
cointegrating regression
Hi all,
Can I run a cointegrating regression, for example
delta Xt=a1(Yt-1-cXt-1)+E1t
and
delta Yt=-b1(Yt-1-cXt-1)+E2t
with R were
Xt and Yt are non stationary time series at t
a,b,c are parameters and E1t and E2t are error terms at t.
Yt-Xt is stationary
Any suggestions are welcome.
Best regards,
/fb
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r-help mailing
2001 Jan 26
2
Suggestion for an extension of the API
...re called
when using optim()), where the client just has to provide the functions
fminfn() and fmingr() and calls directly, e.g., vmmin() (all from
$RHOME/src/main/optim.c). Are there any plans for providing such an entry
point?
best
Adrian
--
Dr. Adrian Trapletti, Olsen & Associates Ltd.
Seefeldstrasse 233, CH-8008 Zürich, Switzerland
Phone: +41 (1) 386 48 47 Fax: +41 (1) 422 22 82
E-mail: adrian@olsen.ch WWW: http://www.olsen.ch
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