BRRTtest.m
Creators:
Marina Balboa
;
Paulo M.M. Rodrigues
;
Antonio Rubia
;
A. M. Robert Taylor
From the dataset abstract
We introduce a new joint test for the order of fractional integration of a multivariate fractionally integrated vector autoregressive (FIVAR) time series based on applying the Lagrange...
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/52c2493c-6f43-4356-8574-35871d74377f/resource/918f9570-fc35-4ed4-8f8c-7f44a2c6f4a1/download/brrttest.m |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
