Gretl · @gretl
23 followers · 59 posts · Server econtwitter.net
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
#cointegration #TimeSeries #econometrics #economics #econtwitter #gretl #gc2023
Gretl · @gretl
20 followers · 43 posts · Server econtwitter.net
Exciting research from Marco G. Ercolani at University of Birmingham comparing VECM #cointegration estimates across software packages.
A fascinating study that sheds light on the challenges of #timeseries modeling in econometric research.
#cointegration #TimeSeries #econometrics #economics #econtwitter #gretl #gc2023 #gc23