beta_N function

Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.

Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.

beta_N(X, dx, dep, N)
  • Maintainer: Christian Leschinski
  • License: GPL-2
  • Last published: 2019-02-18

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