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  1. LeeStrazicichUnitRoot LeeStrazicichUnitRoot Public

    R code to perform the Lee Strazicich unit root test

    R 6 10

  2. TimeVaryingCointegration TimeVaryingCointegration Public

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

    R 8 9

  3. myRportfolio myRportfolio Public

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

    R 2

  4. ParallelPanelVAR ParallelPanelVAR Public

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

    R 4 2

  5. CointegrationAnalysis CointegrationAnalysis Public

    R 5

  6. FilterTRACE FilterTRACE Public

    Steps to filter the TRACE enhanced database

    R 7 1