Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/67832
Authors: 
Ørregaard Nielsen, Morten
Morin, Lealand
Year of Publication: 
2011
Series/Report no.: 
Queen's Economics Department Working Paper 1273
Abstract: 
This manual describes the usage of the accompanying freely available software package for estimation and testing in the fractionally cointegrated vector autoregressive (VAR) model.
Subjects: 
cofractional process
cointegration rank
fractional autoregressive model
fractional cointegration
fractional unit root
VAR model
JEL: 
C22
C32
Document Type: 
Working Paper

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