Cointegration Tests with Structural Breaks in Small Samples


[Up] [Top]

Documentation for package ‘cointsmall’ version 1.0.2

Help Pages

cointsmall Cointegration Test with Structural Breaks in Small Samples
cointsmall_combined Combined Cointegration Testing Procedure
cointsmall_cv Critical Values for Cointegration Tests with Structural Breaks
print.cointsmall Cointegration Test with Structural Breaks in Small Samples
print.cointsmall_combined Combined Cointegration Testing Procedure
summary.cointsmall Cointegration Test with Structural Breaks in Small Samples
summary.cointsmall_combined Combined Cointegration Testing Procedure