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GVARX - MaRDI portal

GVARX (Q78916)

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Perform Global Vector Autoregression Estimation and Inference
Language Label Description Also known as
English
GVARX
Perform Global Vector Autoregression Estimation and Inference

    Statements

    instance of
    R package
    0 references
    last update
    30 January 2023
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    software version identifier
    1.4
    publication date
    30 January 2023
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    author
    Ho Tsung-wu
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    maintained by
    Ho Tsung-wu
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    programmed in
    R
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    depends on software
    R
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    vars
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    xts
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    imports
    lmtest
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    lubridate
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    sandwich
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    strucchange
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    tsDyn
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    urca
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    Identifiers

    CRAN project
    GVARX
    0 references
     
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