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Matthew Clegg
https://www.github.com/matthewclegg
Author or maintainer of the following packages:
egcm
An easy-to-use implementation of the Engle-Granger two-step procedure for identifying pairs of coint...
partialAR
Fits time series models which consist of a sum of a permanent and a transient component.
Impact Percentile
83
Number of Packages
2
Package Downloads
20,893
Citations
3
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