urca

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 7 articles )

Showing results 1 to 7 of 7.
Sorted by year (citations)

  1. Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
  2. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2016)
  3. Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; Jelic, Ranko: Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (2016)
  4. Çetinkaya, Elçin; Thiele, Aurélie: Data-driven portfolio management with quantile constraints (2015)
  5. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2013)
  6. Zhang, Ying; Yu, Hao; McLeod, A. Ian: Developments in maximum likelihood unit root tests (2013)
  7. Pfaff, Bernhard: Analysis of integrated and cointegrated time series with R. (2006)