Displaying 1 result from an estimated 1 matches for "stempt".
Did you mean:
atempt
2012 Feb 05
1
fractional cointegration
Dear folk,
I am stempting to estimate a vector error correction model using a
seemingly fractionally integrated multivariate time series. The
*fracdiff *package
provides tools to estimate degree of fractional integration. But
*fracdiff *can't
help me to:
1. test equality of two degrees of fractional integration, sa...