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An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)

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README.md

HARModel

An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)

If you find any bugs or think improvements can be made, please contact me at:

emilsjoerup@live.dk

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An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)

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