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Pinned repositories

  1. LeeStrazicichUnitRoot

    R code to perform the Lee Strazicich unit root test

    R 4 1

  2. TimeVaryingCointegration

    R Implementation of the Time Varying Cointegration by Bierens and Martins 2010

    R 2

  3. myRportfolio

    Initial implementation to handle a small portfolio of equities and ETFs with R

    R 2

  4. ParallelPanelVAR

    Functions to parallelize the computational demanding functions of the panelvar R package


29 contributions in the last year

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Contribution activity

December 2018

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