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Seasonal Dummy Variables in VECM (tsDyn)
mtrokic
·
Sep 30, 2011
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r-sig-finance
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Seasonal Dummy Variables in VECM (tsDyn)
mtrokic
·
Sep 26, 2011
·
r-sig-finance
Hello! I am currently working on the VECM chapters covering Lutkepohl's "New intro to multiple time series analysis". I would like to use the tsDyn library to replicate his examples. However, I for the life of me cannot understand...
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