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Sep 16, 2021 - R
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cointegration-analysis
Here are 4 public repositories matching this topic...
The code lets you create, plot, estimate Vector Error Correction Models on FANG stocks.
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Mar 19, 2021 - R
Time series preprocessing. (G)ARCH, VECM, VAR modeling on stock data.
time-series-analysis stationarity acf-pacf cointegration-analysis vector-autoregression-models vector-error-correction-model
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Sep 27, 2023 - R
Statistical Investigation on the Relationship Between Climate Change, Food Availability, Agriculture Expansion, and Economic Growth in West Africa
panel econometrics climate-change cointegration pmg llc panel-data emc dfe cointegration-analysis ardl panel-data-analysis ardl-model mean-group panel-ardl hausman-mg-test ardl-lag-selection panel-unit-root-test levin-lin-chu
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Nov 22, 2024 - R
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