urca: Unit root and cointegration tests for time series data. Unit root and cointegration tests encountered in applied econometric analysis are implemented.
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References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)
- Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; Jelic, Ranko: Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (2016)
- Çetinkaya, Elçin; Thiele, Aurélie: Data-driven portfolio management with quantile constraints (2015)
- Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2013)
- Pfaff, Bernhard: Analysis of integrated and cointegrated time series with R. (2006)