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Martin Wagner
https://www.github.com/null
Author or maintainer of the following packages:
cointmonitoR
We propose a consistent monitoring procedure to detect a structural change from a cointegrating rela...
cointReg
Cointegration methods are widely used in empirical macroeconomics and empirical finance. It is well ...
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Top Collaborators
Philipp Aschersleben
Dominik Wied