GretlExciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.