specs

cranv1.0.1

Single-Equation Penalized Error-Correction Selector (SPECS). Implementation of SPECS, your favourite Single-Equation Penalized Error-Correction Selector developed in Smeekes and Wijler (2021) <doi:10.1016/j.jeconom.2020.07.021>. SPECS provides a fully automated estimation procedure for large and potentially (co)integrated datasets. The dataset in levels is co

License GPL (>= 2)0 versions1 maintainers1 deps175 weekly dl
https://CRAN.R-project.org/package=specs
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First published · 2024-02-29 22:20:42

Last updated · 2024-02-29T20:10:02+00:00