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tsDyn
TVECM
TVECM function
Threshold Vector Error Correction model (VECM)
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tsDyn package
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Maintainer: Matthieu Stigler
License: GPL (>= 2)
Last published: 2024-10-31
Useful links
https://github.com/MatthieuStigler/tsDyn/issues
https://github.com/MatthieuStigler/tsDyn/wiki