[R] weighted symmetric estimator

Martin Ivanov tramni at abv.bg
Tue Oct 9 20:46:21 CEST 2007


Dear R users,

Has anyone implemented the weighted symmetric estimator, as inaugurated by Park,H. J. and Fuller,W. A,"Alternative estimators and unit root tests for the autoregressive process"?
Is there a package that supports such estimation? Any idea how to perform it it R?

Regards,
Martin Ivanov

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