fractional cointegration

Questions and discussions on Time Series Analysis
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luxu1983
Posts: 61
Joined: Wed Aug 12, 2009 10:53 pm

fractional cointegration

Unread post by luxu1983 »

hi every body
can RATs do fractional cointegration ?
thank you
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ckhd
Posts: 1
Joined: Tue Jan 19, 2010 10:02 am

Re: fractional cointegration

Unread post by ckhd »

Hi luxu, I am currently writing the code in rats, could you please post/mail in if you are interested.
best regards,
K
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