getCOEFexo: All-country LS coefficient estimates.

In GVARX: Perform Global Vector Autoregression Estimation and Inference

All-country LS coefficient estimates.

Description

Extract all-country LS coefficient estimates.

Usage

getCOEFexo(out)

Arguments

out	A list object of estimation results generated by GVARest().

Details

Extract all-country LS coefficient estimates.

Value

coef	Country-specific coefficient estimates.

Author(s)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Examples

data("PriceVol")
data("tradeweight1")
data("tradeweightx")
p=2
FLag=2
lag.max=15
type="const"
ic="SC"
weight.matrix=tradeweightx
mainOUTPUT = GVARest(data=PriceVol,p,lag.max,type,ic,weight.matrix)
#COEF=getCOEFexo(out=mainOUTPUT)

GVARX documentation built on Feb. 16, 2023, 10:56 p.m.