Keywords
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Function groups
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@
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
Library:
multi
See also:
Quantlet:
fnrici
Description:
auxiliary quantlet for cointegration
Usage:
y=fnrici(x,z,i,j,zz,b)
Input:
x
matrix
z
matrix
i
integer
j
integer
zz
matrix
b
integer
Output:
y
matrix
Author:
C. Hafner, S. Sperlich, W. Haerdle, 19971215 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006