Re: [Gretl-users] multivariate lrvar?
Am 13.04.2018 um 18:24 schrieb Sven Schreiber:
I'm wondering how to achieve something that would be the
multivariate
generalization of the lrvar function (long-run variance of a series).
Or any other function package?
Duh, dummy me -- it's in my own package CommonTrendsTest. I guess it
must be early-stage Alzheimer, but at least I remembered it eventually...
cheers,
sven