[R] Johansen cointegration

Ricardo Orsi ukjonah at btinternet.com
Wed Nov 20 21:57:42 CET 2002

Is anyone aware of a library or package to estimate cointegrating systems by
FIML (Johansen, 1988)?
I know there is small amount of code on Prof Koenker's site, I wondered if
anyone has done the rest, and could save me a little effort.

Many thanks

Ricardo Orsi

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