package

r-COINT

Description

Unit Root Tests with Structural Breaks and Fully-Modified Estimators.

Description

cran.r-project.org

Procedures include Phillips (1995) FMVAR <doi:10.2307/2171721>, Kitamura and Phillips (1997) FMGMM <doi:10.1016/S0304-4076(97)00004-3>, Park (1992) CCR <doi:10.2307/2951679>, and so on. Tests with 1 or 2 structural breaks include Gregory and Hansen (1996) <doi:10.1016/0304-4076(69)41685-7>, Zivot and Andrews (1992) <doi:10.2307/1391541>, and Kurozumi (2002) <doi:10.1016/S0304-4076(01)00106-3>.

Metadata

Version

0.0.2

License

Unknown

Status

Source

pkgs/development/r-modules/default.nix:60

Homepage

https://cran.r-project.org/web/packages/COINT/

Platforms (76)

Darwin

FreeBSD

Genode

GHCJS

Linux

MMIXware

NetBSD

none

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