[R] Johansen cointegration

[Ricardo Orsi]

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

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._