Perform the estimation and inference of stationary Global Vector Autoregression model (GVAR) of Pesaran, Schuermann and Weiner (2004) <DOI:10.1198/073500104000000019> and Dees, di Mauro, Pesaran and Smith (2007) <DOI:10.1002/jae.932>.
|Maintainer||Ho Tsung-wu <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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