Pinned Loading

1. LeeStrazicichUnitRoot LeeStrazicichUnitRoot Public

   R code to perform the Lee Strazicich unit root test

   R 6 10

2. TimeVaryingCointegration TimeVaryingCointegration Public

   R Implementation of the Time Varying Cointegration by Bierens and Martins 2010

   R 8 9

3. myRportfolio myRportfolio Public

   Initial implementation to handle a small portfolio of equities and ETFs with R

   R 2

4. ParallelPanelVAR ParallelPanelVAR Public

   Functions to parallelize the computational demanding functions of the panelvar R package

   R 4 2

5. CointegrationAnalysis CointegrationAnalysis Public

   R 5

6. FilterTRACE FilterTRACE Public

   Steps to filter the TRACE enhanced database

   R 7 1