Bernhard Pfaff

personr-softwarevartime-serieseconometrics

Overview

Bernhard Pfaff is a quantitative analyst and R developer (Kronberg im Taunus, Germany) known for R packages and books on time-series econometrics and financial risk/portfolio modeling. He authored the widely used vars package for classical VAR/SVAR/SVEC analysis and the urca package for unit-root and cointegration testing.

Key Contributions / Features

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