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FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model

ßrregaard Nielsen, Morten; Morin, Lealand
2014
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This manual describes the usage of the accompanying freely available software pack- age for estimation and testing in the fractionally cointegrated vector autoregressive (VAR) model.

Title
FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model
Keywords
Author(s)
ßrregaard Nielsen, Morten
Morin, Lealand
Subject(s)
Issue Date
2014-03
Publication Type
Working or Discussion Paper
Digital Object Identifier
https://doi.org/10.22004/ag.econ.274021
Record Identifier
https://ageconsearch.umn.edu/record/274021
Language
English
Total Pages
36
JEL Codes
C22
C32
Series Statement
Working Paper No. 1273
Record Appears in
Queen's University - Department of Economics > Queen's Economics Department Working Papers

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