JakubKulesz / ecm_factory Star 0 Code Issues Pull requests A package that allows estimation of error correction models. ecm cointegration error-correction-model threshold-error-correction-model momentum-threshold-error-correction-model Updated Feb 3, 2026 Python
Beliavsky / Vector-Error-Correction Star 0 Code Issues Pull requests Simulate and fit from Vector Error Correction (VECM) models for cointegrated time series using the Johansen method statistics fortran simulation econometrics vecm cointegration time-series-analysis multivariate-time-series-analysis multivariate-time-series vector-error-correction-model error-correction-model Updated Mar 14, 2026 Fortran