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

Morten ßrregaard Nielsen and Lealand Morin

No 274021, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Abstract: 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.

Keywords: Financial Economics; Institutional and Behavioral Economics (search for similar items in EconPapers)
Pages: 36
Date: 2014-03
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:274021

DOI: 10.22004/ag.econ.274021

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