Software

Matlab program for estimation and testing in the fractionally cointegrated VAR model
- Written with Morten Nielsen 
- References: 
- Download: FCVAR (latest version 1.4.0: April 15, 2016)

Matlab program for nearly efficient likelihood ratio tests
- Written with Morten Nielsen 
- Download: JNtest.m (latest version: April 3, 2015)

C++ program to replicate results for Addiction and Network Influence paper
- Download: AdNet.cpp (latest version: July 29, 2014)
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AdNet.cpp
(18k)
Michał Popiel,
Aug 21, 2014, 3:28 PM