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If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
To cite the 'specs' package in publications use:
Smeekes S, Wijler E (2020). “An automated approach towards sparse single-equation cointegration modelling.” Journal of Econometrics, 221(1), 247–276.
Corresponding BibTeX entry:
@Article{,
title = {An automated approach towards sparse single-equation
cointegration modelling},
author = {Stephan Smeekes and Etienne Wijler},
journal = {Journal of Econometrics},
year = {2020},
volume = {221},
number = {1},
pages = {247--276},
publisher = {Elsevier},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.