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R code to perform the Lee Strazicich unit root test
R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
Initial implementation to handle a small portfolio of equities and ETFs with R
Functions to parallelize the computational demanding functions of the panelvar R package
Steps to filter the TRACE enhanced database
I would love to get a better release management. For me as a downstream packager it's quite tiresome to have releases…
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