GitHub - osya/cointegration: Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

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Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

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Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
.gitignore		.gitignore
Cointegration.Rproj		Cointegration.Rproj
KejriwalPerron.R		KejriwalPerron.R
Kejriwal_and_Perron_cointegration.Rmd		Kejriwal_and_Perron_cointegration.Rmd

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Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints

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