makicoint
cranv1.0.0Maki Cointegration Test with Structural Breaks. Implements the Maki (2012) <doi:10.1016/j.econmod.2012.05.006> cointegration test that allows for an unknown number of structural breaks. The test detects cointegration relationships in the presence of up to five structural breaks in the intercept and/or slope coefficients. Four different model spec
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curl https://depscope.dev/api/check/cran/makicointFirst published · 2025-11-04 10:55:42
Last updated · 2025-11-04T09:50:02+00:00