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fractional cointegration

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fractional cointegration

Posted: Thu Nov 05, 2009 10:12 am
by luxu1983
hi every body
can RATs do fractional cointegration ?
thank you

Re: fractional cointegration

Posted: Thu Jan 21, 2010 7:35 am
by ckhd
Hi luxu, I am currently writing the code in rats, could you please post/mail in if you are interested.
best regards,
K
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