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| MALCOLM 2.5 is a menu driven program written in RATS implementing, in a coherent environment, Johansen's I(1) maximum likelihood cointegration analysis, Johansen’s I(2) two steps cointegration analysis, Structural VAR analysis and univariate unit root analysis. The effort in MALCOLM is to make the most advanced features of cointegration as friendly as possible, so that the applied researcher can focus on the interpretative rather than technical aspects of the models. |
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Malcolm is distribuited
by GRETA
Informations: segreteria@greta.it |
