R_d_multi_GSE_coint function

Profiled Likelihood for GSE under Cointegration

Profiled Likelihood for GSE under Cointegration

R_d_multi_GSE_coint(theta_vec, PERI, m, l, T, q, elements)
  • Maintainer: Christian Leschinski
  • License: GPL-2
  • Last published: 2019-02-18

Useful links