beta_N

<p>Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.</p>

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Long Memory Time Series is a collection of functions for estimation, simulation and testing of long memory processes, spurious long memory processes and fractionally cointegrated systems.

Christian Leschinski

LongMemoryTS

Long Memory Time Series

Michelle Voges

Kai Wenger

beta_N function

Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04. — beta_N

Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.

beta_N: Beta estimation which is consistent in the spurious case and inconsistent under cointegration introduced by MV04.

Description

Usage

Arguments