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://jda-test.zbw.eu/dataset/4c1cd222-2bfc-400b-9d7d-662d4c467526/resource/42e85948-0cb6-48b8-abd9-a14a2dadc025/download/brrttest.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
