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GVARX: Perform Global Vector Autoregression Estimation and Inference
Light procedures for learning 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>.
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Package details |
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| Author | Ho Tsung-wu |
| Maintainer | Ho Tsung-wu <tsungwu@ntnu.edu.tw> |
| License | GPL (>= 2) |
| Version | 1.4 |
| Package repository | View on CRAN |
| Installation |
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